+56.7%
TOST vs FFIV
+136.9%
-80.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.4% | -1.0% | -2.5% | -3.0% |
| 30D | -2.4% | -5.1% | +2.6% | -0.2% |
| 3M | +34.6% | -4.5% | +39.1% | +36.5% |
| 6M | +15.2% | +36.5% | -21.3% | -6.7% |
| YTD | -4.4% | +53.0% | -57.4% | -28.2% |
| 1Y | -17.4% | +24.2% | -41.6% | -30.1% |
| All | +56.7% | +136.9% | -80.2% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling