+93.7%
FAST vs TT
+89.7%
+4.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.6% |
| 7D | +2.1% | -2.0% | +4.1% | +2.7% |
| 30D | +6.9% | -14.0% | +20.9% | +11.8% |
| 3M | +4.8% | -15.9% | +20.7% | +10.4% |
| 6M | +19.8% | -17.3% | +37.1% | +26.3% |
| YTD | +34.9% | +4.0% | +30.9% | +31.6% |
| 1Y | +32.8% | -7.1% | +39.9% | +34.3% |
| 3Y | +93.7% | +90.2% | +3.5% | +31.4% |
| All | +93.7% | +89.7% | +4.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling