-55.8%
FIG vs TOST
-20.0%
-35.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | -16.3% | -3.4% | -12.9% | -14.3% |
| 30D | -14.3% | -2.4% | -11.9% | -13.3% |
| 3M | +7.2% | +34.6% | -27.5% | -11.5% |
| 6M | -18.6% | +15.2% | -33.8% | -26.9% |
| YTD | -35.5% | -4.4% | -31.1% | -38.6% |
| 1Y | -55.8% | -17.4% | -38.4% | -52.2% |
| All | -55.8% | -20.0% | -35.7% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling