-31.0%
TOST vs FE
+48.8%
-79.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | +10.3% | +4.3% | +5.9% | +8.5% |
| 3M | -3.3% | +0.4% | -3.7% | -3.5% |
| 6M | +37.8% | +6.9% | +30.9% | +33.6% |
| YTD | -2.8% | +8.0% | -10.8% | -6.8% |
| 1Y | -9.6% | +4.8% | -14.4% | -12.3% |
| 3Y | +144.6% | +49.0% | +95.7% | +91.1% |
| 5Y | -31.0% | +46.2% | -77.2% | -48.9% |
| All | -31.0% | +48.8% | -79.8% | -48.9% |
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