+90.1%
FAST vs TTMI
+746.9%
-656.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.1% | 0.0% |
| 7D | -0.4% | +5.9% | -6.2% | -0.8% |
| 30D | -0.8% | -4.3% | +3.5% | -0.6% |
| 3M | +5.8% | -32.0% | +37.8% | +8.6% |
| 6M | +8.0% | +19.5% | -11.5% | +3.5% |
| YTD | +25.6% | +82.0% | -56.4% | +14.2% |
| 1Y | +0.8% | +172.6% | -171.8% | -14.0% |
| All | +90.1% | +746.9% | -656.8% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling