-45.4%
TOST vs FFIV
+61.2%
-106.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.8% |
| 7D | -3.6% | -2.9% | -0.6% | -1.9% |
| 30D | +8.9% | -32.4% | +41.3% | +36.1% |
| 3M | -2.2% | -22.7% | +20.5% | +9.2% |
| 6M | +41.0% | -10.7% | +51.7% | +38.9% |
| YTD | -4.0% | +25.4% | -29.3% | -30.0% |
| 1Y | -9.6% | +34.2% | -43.8% | -37.9% |
| 3Y | +141.7% | +101.2% | +40.5% | +4.2% |
| 5Y | -29.5% | +42.0% | -71.4% | -58.2% |
| All | -45.4% | +61.2% | -106.6% | -70.4% |
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