-44.8%
TOST vs FDS
-7.5%
-37.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.0% | -2.0% | +4.9% | +4.2% |
| 30D | +10.3% | +13.5% | -3.3% | +1.9% |
| 3M | -3.3% | +15.2% | -18.4% | -12.7% |
| 6M | +37.8% | +47.0% | -9.2% | +3.6% |
| YTD | -2.8% | +13.9% | -16.7% | -12.6% |
| 1Y | -9.6% | +25.2% | -34.8% | -25.3% |
| 3Y | +144.6% | -25.3% | +170.0% | +198.3% |
| 5Y | -31.0% | -23.3% | -7.7% | -15.0% |
| All | -44.8% | -7.5% | -37.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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