+74,290.4%
FAST vs TT
+14,127.6%
+60,162.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.3% |
| 7D | +0.7% | -9.0% | +9.6% | +4.6% |
| 30D | +4.6% | -17.6% | +22.3% | +13.1% |
| 3M | +6.4% | -18.7% | +25.0% | +15.4% |
| 6M | +20.6% | -17.4% | +38.0% | +29.4% |
| YTD | +34.7% | +1.5% | +33.1% | +31.8% |
| 1Y | +29.7% | -9.4% | +39.1% | +33.0% |
| 3Y | +89.9% | +85.1% | +4.9% | +40.8% |
| 5Y | +105.0% | +125.7% | -20.8% | +37.6% |
| 10Y | +594.2% | +757.3% | -163.2% | +160.4% |
| All | +74,290.4% | +14,127.6% | +60,162.8% | +7,580.5% |
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