-63.8%
TTD vs FAST
+37.0%
-100.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.6% |
| 7D | +20.8% | +4.3% | +16.5% | +20.7% |
| 30D | +33.8% | +8.3% | +25.5% | +34.2% |
| 3M | +17.8% | +6.5% | +11.4% | +18.1% |
| 6M | -25.7% | +29.5% | -55.3% | -25.8% |
| YTD | -57.9% | +41.3% | -99.2% | -59.5% |
| 1Y | -63.8% | +37.4% | -101.2% | -65.2% |
| All | -63.8% | +37.0% | -100.8% | -65.2% |
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