+379.4%
TTD vs FAST
+544.1%
-164.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.1% | -4.9% |
| 7D | +6.3% | -0.4% | +6.7% | +6.5% |
| 30D | -23.9% | -0.8% | -23.1% | -24.1% |
| 3M | -31.4% | +5.8% | -37.1% | -34.5% |
| 6M | -42.7% | +8.0% | -50.7% | -46.8% |
| YTD | -62.0% | +25.6% | -87.6% | -68.5% |
| 1Y | -72.2% | +0.8% | -73.0% | -73.3% |
| 3Y | -81.9% | +86.1% | -168.1% | -89.3% |
| 5Y | -81.5% | +100.2% | -181.8% | -89.4% |
| All | +379.4% | +544.1% | -164.7% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling