+547.9%
FAST vs TTMI
+476.8%
+71.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.3% | -10.3% | +0.9% |
| 7D | +3.8% | -1.6% | +5.5% | +3.6% |
| 30D | +8.1% | -37.7% | +45.8% | +14.5% |
| 3M | +5.8% | -45.1% | +50.9% | +13.8% |
| 6M | +24.9% | -52.1% | +77.0% | +34.8% |
| YTD | +38.9% | +9.2% | +29.7% | +22.7% |
| 1Y | +36.5% | +12.9% | +23.6% | +18.4% |
| 3Y | +98.1% | +445.5% | -347.3% | +10.4% |
| 5Y | +109.3% | +427.9% | -318.6% | +13.0% |
| 10Y | +547.9% | +449.9% | +98.1% | +219.7% |
| All | +547.9% | +476.8% | +71.1% | +219.7% |
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