+261.4%
FAST vs TW
+221.1%
+40.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -0.4% | -2.3% | +2.0% | +0.2% |
| 30D | -0.8% | +3.9% | -4.7% | -1.7% |
| 3M | +5.8% | +5.7% | 0.0% | +4.0% |
| 6M | +8.0% | -14.5% | +22.5% | +11.3% |
| YTD | +25.6% | -0.9% | +26.5% | +24.4% |
| 1Y | +0.8% | -13.5% | +14.3% | +3.3% |
| 3Y | +86.1% | +25.0% | +61.1% | +68.8% |
| 5Y | +100.2% | +22.7% | +77.5% | +78.3% |
| All | +261.4% | +221.1% | +40.3% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling