+79.5%
FERG vs TOST
-46.9%
+126.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -2.1% | +9.4% | -11.5% | -3.4% |
| 30D | +8.7% | +13.5% | -4.8% | +6.5% |
| 3M | -7.4% | -0.1% | -7.3% | -7.5% |
| 6M | -6.6% | +22.5% | -29.1% | -10.0% |
| YTD | +6.6% | -2.4% | +9.0% | +5.6% |
| 1Y | -3.6% | -4.7% | +1.1% | -4.1% |
| 3Y | +56.4% | +103.2% | -46.8% | +36.0% |
| 5Y | +67.5% | -41.2% | +108.7% | +47.3% |
| All | +79.5% | -46.9% | +126.4% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling