+7,195.8%
FAST vs TDY
+7,574.9%
-379.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +5.0% | +9.4% | -4.4% | +2.2% |
| 30D | +8.6% | +5.9% | +2.6% | +6.5% |
| 3M | +6.9% | -5.7% | +12.6% | +8.5% |
| 6M | +29.6% | +2.4% | +27.2% | +28.1% |
| YTD | +41.4% | +26.8% | +14.6% | +30.9% |
| 1Y | +38.5% | +24.7% | +13.8% | +28.9% |
| 3Y | +98.7% | +69.2% | +29.6% | +67.5% |
| 5Y | +108.0% | +45.7% | +62.3% | +82.4% |
| 10Y | +549.3% | +444.2% | +105.1% | +282.9% |
| All | +7,195.8% | +7,574.9% | -379.1% | +2,556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling