+0.8%
FAST vs TTMI
+171.3%
-170.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.1% | +0.4% |
| 7D | -0.4% | +5.9% | -6.2% | -0.6% |
| 30D | -0.8% | -4.3% | +3.5% | -0.7% |
| 3M | +5.8% | -32.0% | +37.8% | +7.5% |
| 6M | +8.0% | +19.5% | -11.5% | +4.9% |
| YTD | +25.6% | +82.0% | -56.4% | +20.1% |
| 1Y | +0.8% | +172.6% | -171.8% | -3.3% |
| All | +0.8% | +171.3% | -170.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling