+103.1%
FERG vs TOST
-47.7%
+150.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +6.4% | -3.6% | +10.0% | +7.0% |
| 30D | +19.9% | +8.9% | +11.1% | +18.3% |
| 3M | +5.6% | -2.2% | +7.8% | +5.7% |
| 6M | +9.2% | +41.0% | -31.7% | +3.4% |
| YTD | +20.6% | -4.0% | +24.6% | +19.9% |
| 1Y | +5.7% | -9.6% | +15.3% | +5.9% |
| 3Y | +73.6% | +141.7% | -68.1% | +47.7% |
| 5Y | +86.2% | -29.5% | +115.7% | +62.7% |
| All | +103.1% | -47.7% | +150.9% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling