+106.1%
TOST vs FDS
-20.2%
+126.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +11.6% | +6.4% | +5.2% | +8.6% |
| 30D | +16.2% | +25.2% | -8.9% | +5.3% |
| 3M | +1.0% | +22.9% | -21.9% | -8.7% |
| 6M | +23.2% | +56.5% | -33.3% | -1.7% |
| YTD | -1.0% | +19.0% | -19.9% | -9.9% |
| 1Y | -9.9% | +32.7% | -42.6% | -22.7% |
| All | +106.1% | -20.2% | +126.3% | +124.0% |
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