-72.0%
TTD vs FAST
+32.0%
-104.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +3.0% |
| 7D | +3.7% | +3.4% | +0.3% | +3.9% |
| 30D | +10.4% | +5.5% | +4.9% | +10.8% |
| 3M | -31.6% | +7.6% | -39.2% | -31.6% |
| 6M | -45.1% | +19.8% | -64.9% | -45.4% |
| YTD | -65.1% | +35.5% | -100.6% | -67.0% |
| 1Y | -72.0% | +31.6% | -103.6% | -73.3% |
| All | -72.0% | +32.0% | -104.0% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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