-5.5%
TOST vs FDS
+25.7%
-31.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.3% |
| 7D | 0.0% | +1.5% | -1.4% | -0.6% |
| 30D | +16.2% | +14.8% | +1.4% | +9.7% |
| 3M | -1.5% | +16.3% | -17.8% | -8.3% |
| 6M | +55.3% | +66.2% | -10.9% | +21.4% |
| YTD | -2.3% | +16.2% | -18.6% | -10.1% |
| 1Y | -5.5% | +21.8% | -27.4% | -16.4% |
| All | -5.5% | +25.7% | -31.2% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling