+4.7%
FAST vs TTMI
+170.6%
-165.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | +1.3% | +12.2% | -10.9% | +0.8% |
| 30D | -4.7% | -5.7% | +1.0% | -4.6% |
| 3M | +7.9% | -27.5% | +35.4% | +9.4% |
| 6M | +7.4% | +47.1% | -39.7% | +3.4% |
| YTD | +25.1% | +87.5% | -62.4% | +18.8% |
| 1Y | +4.7% | +175.2% | -170.5% | -2.1% |
| All | +4.7% | +170.6% | -165.9% | -2.1% |
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 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