+575.3%
FAST vs TTMI
+352.8%
+222.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | -0.9% |
| 7D | +2.1% | -19.8% | +21.9% | +5.2% |
| 30D | +6.9% | -48.1% | +55.0% | +16.8% |
| 3M | +4.8% | -51.2% | +56.1% | +15.0% |
| 6M | +19.8% | -59.6% | +79.4% | +33.2% |
| YTD | +34.9% | -3.6% | +38.5% | +21.6% |
| 1Y | +32.8% | -2.3% | +35.1% | +18.0% |
| 3Y | +93.7% | +369.4% | -275.6% | +10.6% |
| 5Y | +105.3% | +365.4% | -260.1% | +12.8% |
| All | +575.3% | +352.8% | +222.6% | +234.5% |
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