+99.6%
FERG vs TOST
-46.7%
+146.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +10.9% | +11.2% |
| 7D | +7.3% | +4.0% | +3.3% | +6.7% |
| 30D | +18.1% | +11.1% | +7.1% | +16.2% |
| 3M | +1.6% | +0.8% | +0.8% | +1.4% |
| 6M | +8.5% | +38.8% | -30.3% | +2.9% |
| YTD | +18.6% | -2.1% | +20.6% | +17.5% |
| 1Y | +5.7% | -6.0% | +11.7% | +5.3% |
| 3Y | +74.0% | +149.8% | -75.8% | +47.4% |
| 5Y | +83.9% | -42.8% | +126.7% | +61.9% |
| All | +99.6% | -46.7% | +146.3% | +76.8% |
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