+6,381.5%
FAST vs TDY
+7,137.3%
-755.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.4% | -1.8% | +1.5% | +0.2% |
| 30D | -0.8% | -10.7% | +9.9% | +2.6% |
| 3M | +5.8% | -1.3% | +7.0% | +6.0% |
| 6M | +8.0% | -10.6% | +18.5% | +11.3% |
| YTD | +25.6% | +19.6% | +6.1% | +18.6% |
| 1Y | +0.8% | +11.6% | -10.8% | -3.0% |
| 3Y | +86.1% | +45.2% | +40.9% | +64.4% |
| 5Y | +100.2% | +36.1% | +64.1% | +79.5% |
| 10Y | +494.2% | +458.8% | +35.3% | +249.5% |
| All | +6,381.5% | +7,137.3% | -755.8% | +2,307.2% |
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