-4.7%
TOST vs FDX
+51.9%
-56.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.9% |
| 7D | +9.4% | -1.6% | +11.1% | +9.8% |
| 30D | +13.5% | +6.6% | +6.9% | +12.7% |
| 3M | -0.1% | -2.1% | +1.9% | +0.2% |
| 6M | +22.5% | +2.2% | +20.3% | +23.3% |
| YTD | -2.4% | +33.9% | -36.3% | -7.4% |
| 1Y | -4.7% | +50.2% | -54.9% | -11.1% |
| All | -4.7% | +51.9% | -56.6% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling