+103.2%
TOST vs FDS
-23.2%
+126.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | +0.2% |
| 7D | +9.4% | -0.5% | +9.9% | +9.7% |
| 30D | +13.5% | +20.2% | -6.7% | +4.7% |
| 3M | -0.1% | +19.9% | -20.0% | -8.8% |
| 6M | +22.5% | +56.2% | -33.7% | -2.3% |
| YTD | -2.4% | +14.6% | -16.9% | -9.7% |
| 1Y | -4.7% | +31.6% | -36.3% | -18.2% |
| 3Y | +103.2% | -23.8% | +127.0% | +124.6% |
| All | +103.2% | -23.2% | +126.4% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling