-45.7%
TOST vs FDS
-14.3%
-31.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +2.3% |
| 7D | -3.4% | -1.9% | -1.5% | -2.4% |
| 30D | -2.4% | +9.0% | -11.5% | -8.3% |
| 3M | +34.6% | +18.9% | +15.8% | +18.0% |
| 6M | +15.2% | +35.1% | -19.9% | -8.5% |
| YTD | -4.4% | +5.5% | -9.9% | -9.2% |
| 1Y | -17.4% | -16.8% | -0.6% | -6.8% |
| 3Y | +54.5% | -28.1% | +82.5% | +91.1% |
| All | -45.7% | -14.3% | -31.4% | -20.5% |
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