-44.5%
TOST vs FE
+54.3%
-98.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.9% |
| 7D | +9.4% | -1.0% | +10.5% | +9.9% |
| 30D | +13.5% | +4.1% | +9.3% | +11.8% |
| 3M | -0.1% | -1.0% | +0.9% | +0.1% |
| 6M | +22.5% | +4.0% | +18.5% | +20.2% |
| YTD | -2.4% | +6.8% | -9.2% | -6.0% |
| 1Y | -4.7% | +5.3% | -10.0% | -7.7% |
| 3Y | +103.2% | +44.6% | +58.6% | +61.9% |
| 5Y | -41.2% | +44.2% | -85.4% | -54.3% |
| All | -44.5% | +54.3% | -98.8% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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