+105.3%
FAST vs TT
+129.2%
-23.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.8% |
| 7D | +2.1% | -2.0% | +4.1% | +2.8% |
| 30D | +6.9% | -14.0% | +20.9% | +13.3% |
| 3M | +4.8% | -15.9% | +20.7% | +12.1% |
| 6M | +19.8% | -17.3% | +37.1% | +28.3% |
| YTD | +34.9% | +4.0% | +30.9% | +30.2% |
| 1Y | +32.8% | -7.1% | +39.9% | +34.5% |
| 3Y | +93.7% | +90.2% | +3.5% | +31.9% |
| All | +105.3% | +129.2% | -23.9% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling