-42.8%
TOST vs FDS
-23.2%
-19.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +4.0% | -5.0% | +9.0% | +7.4% |
| 30D | +11.1% | +13.8% | -2.7% | +2.3% |
| 3M | +0.8% | +14.8% | -14.0% | -9.0% |
| 6M | +38.8% | +47.4% | -8.6% | +3.2% |
| YTD | -2.1% | +14.2% | -16.2% | -12.3% |
| 1Y | -6.0% | +26.6% | -32.7% | -23.6% |
| 3Y | +149.8% | -24.4% | +174.2% | +203.6% |
| 5Y | -42.8% | -22.6% | -20.1% | -30.0% |
| All | -42.8% | -23.2% | -19.6% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling