+548.6%
FAST vs TTMI
+467.0%
+81.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.0% | -7.8% | -0.2% |
| 7D | +4.3% | +7.2% | -3.0% | +2.7% |
| 30D | +8.3% | -28.7% | +37.0% | +12.2% |
| 3M | +6.5% | -39.8% | +46.3% | +12.7% |
| 6M | +29.5% | -51.7% | +81.2% | +39.8% |
| YTD | +41.3% | +14.1% | +27.2% | +23.8% |
| 1Y | +37.4% | +16.0% | +21.4% | +18.7% |
| 3Y | +98.5% | +452.7% | -354.1% | +10.5% |
| 5Y | +111.1% | +451.5% | -340.4% | +12.9% |
| 10Y | +548.6% | +443.1% | +105.4% | +217.1% |
| All | +548.6% | +467.0% | +81.6% | +217.1% |
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