+575.3%
FAST vs TT
+764.8%
-189.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.9% |
| 7D | +2.1% | -2.0% | +4.1% | +2.9% |
| 30D | +6.9% | -14.0% | +20.9% | +14.2% |
| 3M | +4.8% | -15.9% | +20.7% | +13.0% |
| 6M | +19.8% | -17.3% | +37.1% | +29.4% |
| YTD | +34.9% | +4.0% | +30.9% | +29.8% |
| 1Y | +32.8% | -7.1% | +39.9% | +34.7% |
| 3Y | +93.7% | +90.2% | +3.5% | +31.8% |
| 5Y | +105.3% | +131.1% | -25.8% | +22.3% |
| All | +575.3% | +764.8% | -189.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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