-64.7%
TTD vs FAST
+38.4%
-103.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +20.8% | +5.0% | +15.8% | +20.7% |
| 30D | +27.1% | +8.6% | +18.6% | +27.4% |
| 3M | +14.7% | +6.9% | +7.8% | +14.9% |
| 6M | -26.8% | +29.6% | -56.4% | -26.9% |
| YTD | -59.2% | +41.4% | -100.7% | -60.8% |
| 1Y | -64.7% | +38.5% | -103.2% | -66.2% |
| All | -64.7% | +38.4% | -103.1% | -66.2% |
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