+524.8%
FAST vs TDY
+472.2%
+52.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.4% | -1.9% | +1.4% | +0.4% |
| 30D | -6.4% | -12.5% | +6.1% | -1.0% |
| 3M | +7.1% | -0.8% | +7.9% | +7.2% |
| 6M | +7.0% | -9.0% | +16.0% | +10.8% |
| YTD | +24.1% | +16.8% | +7.3% | +15.2% |
| 1Y | +4.4% | +9.5% | -5.1% | -0.6% |
| 3Y | +93.2% | +45.4% | +47.8% | +60.3% |
| 5Y | +106.4% | +37.8% | +68.5% | +73.2% |
| All | +524.8% | +472.2% | +52.5% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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