-40.4%
TOST vs FDS
-19.3%
-21.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +11.6% | +6.4% | +5.2% | +7.4% |
| 30D | +16.2% | +25.2% | -8.9% | +0.8% |
| 3M | +1.0% | +22.9% | -21.9% | -12.8% |
| 6M | +23.2% | +56.5% | -33.3% | -12.0% |
| YTD | -1.0% | +19.0% | -19.9% | -13.6% |
| 1Y | -9.9% | +32.7% | -42.6% | -28.8% |
| 3Y | +101.0% | -20.4% | +121.4% | +135.4% |
| 5Y | -40.4% | -19.6% | -20.8% | -27.1% |
| All | -40.4% | -19.3% | -21.1% | -27.1% |
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 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