+37.4%
FAST vs TTMI
+14.9%
+22.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.0% | -7.8% | +0.9% |
| 7D | +4.3% | +7.2% | -3.0% | +4.0% |
| 30D | +8.3% | -28.7% | +37.0% | +9.0% |
| 3M | +6.5% | -39.8% | +46.3% | +7.7% |
| 6M | +29.5% | -51.7% | +81.2% | +32.0% |
| YTD | +41.3% | +14.1% | +27.2% | +34.5% |
| 1Y | +37.4% | +16.0% | +21.4% | +30.3% |
| All | +37.4% | +14.9% | +22.5% | +30.3% |
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