+547.9%
FAST vs TD
+311.5%
+236.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.3% |
| 7D | +3.8% | -0.6% | +4.5% | +4.1% |
| 30D | +8.1% | +7.9% | +0.1% | +4.1% |
| 3M | +5.8% | +3.1% | +2.7% | +3.9% |
| 6M | +24.9% | +17.2% | +7.7% | +14.8% |
| YTD | +38.9% | +34.7% | +4.2% | +19.0% |
| 1Y | +36.5% | +56.9% | -20.4% | +8.3% |
| 3Y | +98.1% | +134.7% | -36.6% | +26.4% |
| 5Y | +109.3% | +104.8% | +4.5% | +41.2% |
| 10Y | +547.9% | +305.8% | +242.1% | +191.1% |
| All | +547.9% | +311.5% | +236.4% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling