-44.5%
TOST vs FANG
+181.0%
-225.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | 0.0% | +4.0% | -4.0% | -1.0% |
| 30D | +16.2% | -5.8% | +21.9% | +17.4% |
| 3M | -1.5% | -6.7% | +5.2% | -0.5% |
| 6M | +55.3% | -6.4% | +61.7% | +55.4% |
| YTD | -2.3% | +25.9% | -28.3% | -12.5% |
| 1Y | -5.5% | +31.1% | -36.7% | -16.8% |
| 3Y | +151.1% | +31.3% | +119.8% | +113.1% |
| 5Y | -27.9% | +108.3% | -136.3% | -50.2% |
| All | -44.5% | +181.0% | -225.6% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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