+509.1%
FAST vs TTMI
+1,052.3%
-543.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.1% | -0.8% |
| 7D | -0.4% | +5.9% | -6.2% | -1.4% |
| 30D | -0.8% | -4.3% | +3.5% | -0.5% |
| 3M | +5.8% | -32.0% | +37.8% | +11.1% |
| 6M | +8.0% | +19.5% | -11.5% | -0.4% |
| YTD | +25.6% | +82.0% | -56.4% | +4.8% |
| 1Y | +0.8% | +172.6% | -171.8% | -24.8% |
| 3Y | +86.1% | +744.7% | -658.5% | +0.6% |
| 5Y | +100.2% | +805.6% | -705.3% | +2.6% |
| All | +509.1% | +1,052.3% | -543.2% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling