-59.1%
FIG vs TOST
-11.1%
-48.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +3.1% |
| 7D | -13.1% | +9.4% | -22.6% | -18.9% |
| 30D | -13.0% | +13.5% | -26.5% | -21.0% |
| 3M | -21.5% | -0.1% | -21.4% | -22.0% |
| 6M | -2.5% | +22.5% | -25.0% | -18.0% |
| YTD | -49.7% | -2.4% | -47.3% | -52.4% |
| 1Y | -59.1% | -4.7% | -54.4% | -60.9% |
| All | -59.1% | -11.1% | -48.0% | -60.9% |
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