+109.3%
FAST vs TT
+139.1%
-29.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +1.1% |
| 7D | +3.8% | +1.7% | +2.1% | +3.0% |
| 30D | +8.1% | -11.8% | +19.9% | +13.5% |
| 3M | +5.8% | -12.6% | +18.4% | +11.3% |
| 6M | +24.9% | -9.4% | +34.2% | +28.7% |
| YTD | +38.9% | +8.8% | +30.1% | +31.6% |
| 1Y | +36.5% | -2.5% | +39.0% | +35.5% |
| 3Y | +98.1% | +95.7% | +2.5% | +33.7% |
| 5Y | +109.3% | +135.7% | -26.4% | +21.4% |
| All | +109.3% | +139.1% | -29.8% | +21.4% |
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 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