+98.7%
FAST vs TD
+132.8%
-34.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +1.1% | +3.0% | +3.8% |
| 30D | +6.7% | +5.2% | +1.5% | +5.1% |
| 3M | +8.0% | +1.2% | +6.8% | +7.6% |
| 6M | +27.4% | +17.7% | +9.7% | +20.4% |
| YTD | +40.5% | +34.2% | +6.3% | +27.0% |
| 1Y | +38.4% | +55.4% | -17.1% | +19.7% |
| 3Y | +98.7% | +130.4% | -31.7% | +50.9% |
| All | +98.7% | +132.8% | -34.2% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling