+105.3%
FAST vs TTMI
+416.2%
-310.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.4% |
| 7D | +4.2% | +11.4% | -7.2% | +2.9% |
| 30D | +6.7% | -28.3% | +35.0% | +9.2% |
| 3M | +8.0% | -46.7% | +54.7% | +13.8% |
| 6M | +27.4% | -56.1% | +83.5% | +35.9% |
| YTD | +40.5% | +7.4% | +33.1% | +27.9% |
| 1Y | +38.4% | +17.4% | +21.0% | +23.2% |
| 3Y | +98.7% | +429.1% | -330.5% | +23.8% |
| All | +105.3% | +416.2% | -310.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling