-83.2%
FIG vs TOST
-29.0%
-54.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -12.6% | +4.0% | -16.7% | -14.7% |
| 30D | -13.8% | +11.1% | -24.8% | -19.1% |
| 3M | -16.7% | +0.8% | -17.5% | -17.6% |
| 6M | -6.1% | +38.8% | -44.9% | -21.8% |
| YTD | -48.1% | -2.1% | -46.0% | -52.3% |
| 1Y | -56.2% | -6.0% | -50.1% | -59.7% |
| All | -83.2% | -29.0% | -54.2% | -86.5% |
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