+56.7%
TOST vs FE
+49.5%
+7.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -3.4% | +1.9% | -5.4% | -3.7% |
| 30D | -2.4% | -1.2% | -1.3% | -2.3% |
| 3M | +34.6% | +3.5% | +31.1% | +33.4% |
| 6M | +15.2% | -6.1% | +21.3% | +16.1% |
| YTD | -4.4% | +7.6% | -12.0% | -6.8% |
| 1Y | -17.4% | +11.9% | -29.3% | -20.6% |
| All | +56.7% | +49.5% | +7.2% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling