-48.6%
TOST vs FANG
+209.5%
-258.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.4% | +2.9% | -8.3% | -6.2% |
| 30D | -5.7% | +2.6% | -8.3% | -6.5% |
| 3M | +30.1% | +7.6% | +22.5% | +26.4% |
| 6M | +11.9% | +17.3% | -5.4% | +4.8% |
| YTD | -9.5% | +38.7% | -48.2% | -20.5% |
| 1Y | -21.3% | +51.6% | -72.9% | -33.3% |
| 3Y | +50.7% | +50.0% | +0.7% | +23.7% |
| All | -48.6% | +209.5% | -258.1% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling