-12.6%
TOST vs FDS
+23.2%
-35.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -4.7% | -2.6% | -2.1% | -3.7% |
| 30D | +8.5% | +14.1% | -5.5% | +2.8% |
| 3M | -1.6% | +19.8% | -21.4% | -9.4% |
| 6M | +44.1% | +55.0% | -10.8% | +16.9% |
| YTD | -5.6% | +15.9% | -21.5% | -13.8% |
| 1Y | -12.6% | +24.2% | -36.8% | -23.1% |
| All | -12.6% | +23.2% | -35.8% | -23.1% |
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