+6,272.2%
FAST vs TD
+8,077.8%
-1,805.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +5.0% | +0.6% | +4.4% | +4.7% |
| 30D | +8.6% | +5.0% | +3.6% | +5.9% |
| 3M | +6.9% | +1.1% | +5.8% | +6.0% |
| 6M | +29.6% | +16.5% | +13.1% | +19.4% |
| YTD | +41.4% | +34.3% | +7.1% | +21.2% |
| 1Y | +38.5% | +52.9% | -14.4% | +11.2% |
| 3Y | +98.7% | +132.2% | -33.5% | +27.6% |
| 5Y | +108.0% | +101.9% | +6.2% | +41.2% |
| 10Y | +549.3% | +302.0% | +247.3% | +202.4% |
| All | +6,272.2% | +8,077.8% | -1,805.6% | +814.4% |
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