+106.7%
FAST vs TW
+40.1%
+66.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +5.0% | +3.2% | +1.8% | +4.4% |
| 30D | +8.6% | +19.7% | -11.1% | +4.9% |
| 3M | +6.9% | +26.8% | -19.9% | +2.0% |
| 6M | +29.6% | +20.9% | +8.7% | +24.5% |
| YTD | +41.4% | +22.9% | +18.5% | +34.4% |
| 1Y | +38.5% | +20.4% | +18.2% | +32.3% |
| 3Y | +98.7% | +42.9% | +55.9% | +75.6% |
| All | +106.7% | +40.1% | +66.6% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling