-51.2%
FISV vs TOST
-48.0%
-3.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.3% | -3.4% | +3.1% | +0.3% |
| 30D | -2.1% | -2.4% | +0.4% | -1.6% |
| 3M | -5.7% | +34.6% | -40.4% | -11.2% |
| 6M | -15.3% | +15.2% | -30.5% | -18.0% |
| YTD | -21.1% | -4.4% | -16.7% | -21.1% |
| 1Y | -61.1% | -17.4% | -43.7% | -60.0% |
| 3Y | -56.8% | +54.5% | -111.3% | -60.5% |
| All | -51.2% | -48.0% | -3.3% | -57.0% |
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 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