-42.8%
TOST vs FFIV
+42.4%
-85.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -1.1% |
| 7D | +4.0% | -2.1% | +6.1% | +5.2% |
| 30D | +11.1% | -33.8% | +44.8% | +40.5% |
| 3M | +0.8% | -20.6% | +21.4% | +10.2% |
| 6M | +38.8% | -10.2% | +49.1% | +36.0% |
| YTD | -2.1% | +24.5% | -26.6% | -28.2% |
| 1Y | -6.0% | +29.3% | -35.3% | -33.5% |
| 3Y | +149.8% | +103.8% | +46.0% | +5.7% |
| 5Y | -42.8% | +40.9% | -83.6% | -66.1% |
| All | -42.8% | +42.4% | -85.2% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling