+7,187.9%
FAST vs TDY
+7,617.0%
-429.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +4.3% | +3.0% | +1.3% | +3.3% |
| 30D | +8.3% | +6.1% | +2.2% | +6.2% |
| 3M | +6.5% | -4.5% | +11.0% | +7.7% |
| 6M | +29.5% | +2.9% | +26.6% | +27.8% |
| YTD | +41.3% | +27.5% | +13.8% | +30.6% |
| 1Y | +37.4% | +26.5% | +10.9% | +27.3% |
| 3Y | +98.5% | +70.1% | +28.4% | +67.1% |
| 5Y | +111.1% | +46.8% | +64.3% | +84.7% |
| 10Y | +548.6% | +447.2% | +101.4% | +281.8% |
| All | +7,187.9% | +7,617.0% | -429.1% | +2,549.2% |
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