-41.6%
FISV vs TOST
-46.7%
+5.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +22.3% | +4.0% | +18.3% | +21.4% |
| 30D | +39.2% | +11.1% | +28.2% | +36.3% |
| 3M | +21.2% | +0.8% | +20.4% | +20.9% |
| 6M | +14.5% | +38.8% | -24.3% | +7.1% |
| YTD | -5.4% | -2.1% | -3.4% | -6.0% |
| 1Y | -0.3% | -6.0% | +5.7% | -0.3% |
| 3Y | -46.8% | +149.8% | -196.6% | -54.4% |
| 5Y | -36.2% | -42.8% | +6.5% | -43.9% |
| All | -41.6% | -46.7% | +5.2% | -48.8% |
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