-64.4%
TTD vs FAST
+36.9%
-101.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.3% |
| 7D | +19.9% | +4.8% | +15.1% | +20.0% |
| 30D | +27.6% | +8.6% | +19.0% | +28.1% |
| 3M | +15.2% | +5.7% | +9.5% | +15.5% |
| 6M | -33.2% | +25.5% | -58.7% | -33.3% |
| YTD | -59.4% | +39.6% | -99.0% | -60.9% |
| 1Y | -64.4% | +35.5% | -99.8% | -65.4% |
| All | -64.4% | +36.9% | -101.2% | -65.4% |
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