-44.5%
TOST vs FDX
+80.5%
-125.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | +0.1% |
| 7D | +9.4% | -1.6% | +11.1% | +10.4% |
| 30D | +13.5% | +6.6% | +6.9% | +9.8% |
| 3M | -0.1% | -2.1% | +1.9% | +0.9% |
| 6M | +22.5% | +2.2% | +20.3% | +20.3% |
| YTD | -2.4% | +33.9% | -36.3% | -19.7% |
| 1Y | -4.7% | +50.2% | -54.9% | -27.0% |
| 3Y | +103.2% | +65.5% | +37.7% | +36.6% |
| 5Y | -41.2% | +74.1% | -115.3% | -60.7% |
| All | -44.5% | +80.5% | -125.0% | -66.3% |
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