+5,978.5%
FAST vs TD
+7,985.3%
-2,006.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | +2.1% | -1.7% | +3.8% | +2.9% |
| 30D | +6.9% | +8.2% | -1.4% | +2.7% |
| 3M | +4.8% | +1.7% | +3.1% | +3.6% |
| 6M | +19.8% | +14.2% | +5.5% | +11.4% |
| YTD | +34.9% | +32.8% | +2.1% | +16.3% |
| 1Y | +32.8% | +55.5% | -22.7% | +5.7% |
| 3Y | +93.7% | +129.6% | -35.9% | +25.1% |
| 5Y | +105.3% | +102.2% | +3.1% | +39.2% |
| 10Y | +595.4% | +306.3% | +289.1% | +222.1% |
| All | +5,978.5% | +7,985.3% | -2,006.8% | +777.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling