+325.6%
TTD vs FAST
+590.5%
-264.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | -1.9% | +0.7% | -2.6% | -2.3% |
| 30D | +7.5% | +4.6% | +2.8% | +4.1% |
| 3M | -32.4% | +6.4% | -38.8% | -35.8% |
| 6M | -47.9% | +20.6% | -68.5% | -54.7% |
| YTD | -66.3% | +34.7% | -100.9% | -73.4% |
| 1Y | -73.1% | +29.7% | -102.8% | -78.3% |
| 3Y | -83.8% | +89.9% | -173.7% | -90.5% |
| 5Y | -81.3% | +105.0% | -186.3% | -89.5% |
| 10Y | +436.7% | +594.2% | -157.5% | +62.4% |
| All | +325.6% | +590.5% | -264.9% | +29.2% |
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 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