+550.5%
TTD vs FAST
+606.6%
-56.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.0% | +12.5% | +13.5% |
| 7D | +19.0% | +3.8% | +15.1% | +16.4% |
| 30D | +23.6% | +8.1% | +15.5% | +17.5% |
| 3M | +8.2% | +5.8% | +2.4% | +3.8% |
| 6M | -35.3% | +24.9% | -60.2% | -44.9% |
| YTD | -60.7% | +38.9% | -99.6% | -69.6% |
| 1Y | -65.3% | +36.5% | -101.7% | -72.9% |
| 3Y | -80.6% | +98.1% | -178.7% | -89.0% |
| 5Y | -84.6% | +109.3% | -193.9% | -91.5% |
| 10Y | +550.5% | +547.9% | +2.6% | +129.3% |
| All | +550.5% | +606.6% | -56.0% | +129.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling