-40.4%
TOST vs FE
+46.2%
-86.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +11.6% | +0.6% | +11.0% | +11.4% |
| 30D | +16.2% | +6.4% | +9.8% | +13.7% |
| 3M | +1.0% | -0.5% | +1.5% | +1.1% |
| 6M | +23.2% | +4.7% | +18.4% | +20.7% |
| YTD | -1.0% | +8.4% | -9.4% | -5.0% |
| 1Y | -9.9% | +7.2% | -17.1% | -13.3% |
| 3Y | +101.0% | +44.9% | +56.1% | +61.9% |
| 5Y | -40.4% | +46.3% | -86.7% | -52.7% |
| All | -40.4% | +46.2% | -86.6% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling