-31.0%
TOST vs FDX
+76.9%
-107.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.0% | +0.5% | +2.5% | +2.6% |
| 30D | +10.3% | +9.5% | +0.7% | +5.1% |
| 3M | -3.3% | -1.3% | -1.9% | -2.8% |
| 6M | +37.8% | +5.5% | +32.3% | +33.2% |
| YTD | -2.8% | +38.9% | -41.7% | -21.5% |
| 1Y | -9.6% | +58.8% | -68.4% | -32.6% |
| 3Y | +144.6% | +71.1% | +73.5% | +62.4% |
| 5Y | -31.0% | +76.3% | -107.3% | -53.4% |
| All | -31.0% | +76.9% | -107.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling