+111.1%
FAST vs TDY
+46.7%
+64.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +4.3% | +3.0% | +1.3% | +2.7% |
| 30D | +8.3% | +6.1% | +2.2% | +5.0% |
| 3M | +6.5% | -4.5% | +11.0% | +8.3% |
| 6M | +29.5% | +2.9% | +26.6% | +26.8% |
| YTD | +41.3% | +27.5% | +13.8% | +24.0% |
| 1Y | +37.4% | +26.5% | +10.9% | +21.0% |
| 3Y | +98.5% | +70.1% | +28.4% | +47.4% |
| 5Y | +111.1% | +46.8% | +64.3% | +65.8% |
| All | +111.1% | +46.7% | +64.4% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling