+74,726.4%
FAST vs TT
+14,782.0%
+59,944.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.4% |
| 7D | +3.4% | -8.5% | +11.9% | +7.2% |
| 30D | +5.5% | -12.8% | +18.3% | +11.4% |
| 3M | +7.6% | -12.9% | +20.5% | +13.5% |
| 6M | +19.8% | -15.2% | +35.1% | +27.2% |
| YTD | +35.5% | +6.2% | +29.2% | +30.2% |
| 1Y | +31.6% | -4.5% | +36.1% | +32.1% |
| 3Y | +91.0% | +93.6% | -2.5% | +39.0% |
| 5Y | +105.1% | +141.1% | -36.0% | +34.0% |
| 10Y | +598.2% | +796.8% | -198.5% | +157.2% |
| All | +74,726.4% | +14,782.0% | +59,944.4% | +7,485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling