+4.7%
FAST vs TW
-13.1%
+17.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.4% |
| 7D | +1.3% | -3.5% | +4.8% | +1.3% |
| 30D | -4.7% | +0.5% | -5.2% | -4.7% |
| 3M | +7.9% | +4.9% | +3.0% | +8.2% |
| 6M | +7.4% | -17.1% | +24.5% | +5.9% |
| YTD | +25.1% | -3.9% | +28.9% | +24.7% |
| 1Y | +4.7% | -13.3% | +17.9% | +5.7% |
| All | +4.7% | -13.1% | +17.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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