-44.5%
TOST vs FDX
+89.8%
-134.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.7% |
| 7D | 0.0% | +5.2% | -5.2% | -2.7% |
| 30D | +16.2% | +11.3% | +4.9% | +9.8% |
| 3M | -1.5% | -4.1% | +2.6% | +0.5% |
| 6M | +55.3% | +9.6% | +45.7% | +46.9% |
| YTD | -2.3% | +40.9% | -43.2% | -21.9% |
| 1Y | -5.5% | +53.0% | -58.5% | -28.0% |
| 3Y | +151.1% | +74.1% | +77.0% | +64.3% |
| 5Y | -27.9% | +75.1% | -103.0% | -50.7% |
| All | -44.5% | +89.8% | -134.3% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling