+52.2%
TOST vs FANG
+43.6%
+8.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -9.1% | +2.4% | -11.5% | -9.6% |
| 3M | +29.8% | +4.9% | +24.9% | +27.9% |
| 6M | +10.0% | +12.0% | -2.0% | +5.7% |
| YTD | -8.6% | +37.1% | -45.7% | -17.9% |
| 1Y | -20.7% | +52.3% | -73.0% | -31.7% |
| All | +52.2% | +43.6% | +8.6% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling