+75.3%
FERG vs TOST
-30.2%
+105.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.4% |
| 7D | +8.2% | -4.7% | +12.8% | +9.0% |
| 30D | +14.4% | +8.5% | +5.9% | +12.8% |
| 3M | +4.3% | -1.6% | +5.9% | +4.4% |
| 6M | +7.9% | +44.1% | -36.2% | +1.5% |
| YTD | +16.3% | -5.6% | +21.9% | +15.8% |
| 1Y | +2.2% | -12.6% | +14.8% | +3.0% |
| 3Y | +67.3% | +137.6% | -70.3% | +41.4% |
| 5Y | +75.3% | -30.4% | +105.7% | +52.0% |
| All | +75.3% | -30.2% | +105.5% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling