-44.8%
TOST vs FFIV
+59.8%
-104.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.0% | -4.2% | +7.1% | +5.6% |
| 30D | +10.3% | -33.9% | +44.1% | +39.9% |
| 3M | -3.3% | -22.6% | +19.3% | +7.8% |
| 6M | +37.8% | -10.4% | +48.2% | +35.2% |
| YTD | -2.8% | +24.3% | -27.1% | -28.7% |
| 1Y | -9.6% | +31.8% | -41.4% | -37.0% |
| 3Y | +144.6% | +99.5% | +45.1% | +6.1% |
| 5Y | -31.0% | +40.7% | -71.7% | -58.9% |
| All | -44.8% | +59.8% | -104.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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