+499.9%
FAST vs TT
+887.4%
-387.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | -0.4% | -0.2% | -0.1% | -0.2% |
| 30D | -0.8% | -7.4% | +6.6% | +2.8% |
| 3M | +5.8% | -3.2% | +9.0% | +6.8% |
| 6M | +8.0% | +1.1% | +6.9% | +6.4% |
| YTD | +25.6% | +15.6% | +10.0% | +15.6% |
| 1Y | +0.8% | +9.2% | -8.4% | -5.0% |
| 3Y | +86.1% | +124.4% | -38.3% | +16.3% |
| 5Y | +100.2% | +138.0% | -37.8% | +18.5% |
| All | +499.9% | +887.4% | -387.5% | +52.0% |
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