-83.5%
TTD vs FAST
+91.5%
-174.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | +7.5% | +4.6% | +2.8% | +6.1% |
| 3M | -32.4% | +6.4% | -38.8% | -33.9% |
| 6M | -47.9% | +20.6% | -68.5% | -51.1% |
| YTD | -66.3% | +34.7% | -100.9% | -70.1% |
| 1Y | -73.1% | +29.7% | -102.8% | -75.9% |
| All | -83.5% | +91.5% | -174.9% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling