-42.1%
FISV vs TOST
-46.9%
+4.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +25.7% | +9.4% | +16.3% | +23.5% |
| 30D | +38.8% | +13.5% | +25.3% | +35.3% |
| 3M | +16.2% | -0.1% | +16.4% | +16.1% |
| 6M | +12.1% | +22.5% | -10.4% | +7.2% |
| YTD | -6.4% | -2.4% | -4.0% | -6.9% |
| 1Y | +2.0% | -4.7% | +6.7% | +1.8% |
| 3Y | -47.4% | +103.2% | -150.7% | -53.7% |
| 5Y | -37.3% | -41.2% | +3.9% | -44.9% |
| All | -42.1% | -46.9% | +4.7% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling