-83.3%
TTD vs FAST
+91.8%
-175.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +5.2% | +2.1% | +3.1% | +4.7% |
| 30D | +6.9% | +6.9% | +0.1% | +5.0% |
| 3M | -26.8% | +4.8% | -31.7% | -28.0% |
| 6M | -46.1% | +19.8% | -65.9% | -49.3% |
| YTD | -65.9% | +34.9% | -100.8% | -69.9% |
| 1Y | -71.8% | +32.8% | -104.6% | -75.0% |
| 3Y | -83.3% | +93.7% | -177.1% | -86.5% |
| All | -83.3% | +91.8% | -175.1% | -86.5% |
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