+5,560.9%
FAST vs TD
+7,879.0%
-2,318.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.4% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -0.8% | +0.4% | -1.2% | -1.1% |
| 3M | +5.8% | +7.6% | -1.9% | +1.5% |
| 6M | +8.0% | +25.0% | -17.0% | -3.9% |
| YTD | +25.6% | +31.0% | -5.4% | +9.2% |
| 1Y | +0.8% | +65.2% | -64.4% | -22.1% |
| 3Y | +86.1% | +122.5% | -36.4% | +22.0% |
| 5Y | +100.2% | +124.8% | -24.6% | +28.8% |
| 10Y | +494.2% | +298.2% | +196.0% | +178.4% |
| All | +5,560.9% | +7,879.0% | -2,318.1% | +723.7% |
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