-46.7%
TOST vs FFIV
+96.2%
-143.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -0.9% | -1.5% | +0.6% | +0.2% |
| 30D | -3.5% | -2.7% | -0.8% | -2.3% |
| 3M | +38.1% | -1.7% | +39.8% | +37.6% |
| 6M | +9.9% | +36.1% | -26.2% | -17.3% |
| YTD | -6.3% | +52.6% | -58.9% | -36.5% |
| 1Y | -18.3% | +21.5% | -39.8% | -34.0% |
| 3Y | +59.7% | +142.7% | -82.9% | -35.4% |
| All | -46.7% | +96.2% | -143.0% | -73.1% |
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