-41.2%
FISV vs TOST
-47.7%
+6.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +3.0% | -3.6% | +6.6% | +3.7% |
| 30D | +38.8% | +8.9% | +29.9% | +36.4% |
| 3M | +21.2% | -2.2% | +23.4% | +21.7% |
| 6M | +17.5% | +41.0% | -23.5% | +9.6% |
| YTD | -4.9% | -4.0% | -0.9% | -5.1% |
| 1Y | -0.6% | -9.6% | +9.0% | +0.2% |
| 3Y | -47.4% | +141.7% | -189.1% | -54.7% |
| 5Y | -36.0% | -29.5% | -6.6% | -43.6% |
| All | -41.2% | -47.7% | +6.5% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling