-1.4%
FISV vs TOST
-7.0%
+5.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.9% |
| 7D | +25.7% | +9.4% | +16.3% | +20.4% |
| 30D | +38.8% | +13.5% | +25.3% | +30.5% |
| 3M | +16.2% | -0.1% | +16.4% | +15.9% |
| 6M | +12.1% | +22.5% | -10.4% | -0.1% |
| YTD | -6.4% | -2.4% | -4.0% | -8.4% |
| All | -1.4% | -7.0% | +5.5% | 0.0% |
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