-82.6%
TTD vs FAST
+110.4%
-193.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.0% |
| 7D | +19.9% | +4.8% | +15.1% | +16.5% |
| 30D | +27.6% | +8.6% | +19.0% | +20.9% |
| 3M | +15.2% | +5.7% | +9.5% | +10.6% |
| 6M | -33.2% | +25.5% | -58.7% | -43.7% |
| YTD | -59.4% | +39.6% | -99.0% | -69.4% |
| 1Y | -64.4% | +35.5% | -99.8% | -72.6% |
| 3Y | -75.9% | +96.2% | -172.1% | -88.1% |
| 5Y | -82.6% | +110.2% | -192.8% | -92.6% |
| All | -82.6% | +110.4% | -193.0% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling