+53.0%
FERG vs TOST
+55.9%
-3.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | 0.0% | -3.4% | +3.4% | +0.6% |
| 30D | -10.2% | -2.4% | -7.7% | -9.8% |
| 3M | -0.6% | +34.6% | -35.2% | -5.5% |
| 6M | -6.5% | +15.2% | -21.7% | -9.4% |
| YTD | +4.2% | -4.4% | +8.6% | +3.8% |
| 1Y | -2.3% | -17.4% | +15.2% | -0.3% |
| All | +53.0% | +55.9% | -3.0% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling