-40.6%
TOST vs FFIV
+39.5%
-80.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +9.4% | -8.1% | +17.6% | +15.0% |
| 30D | +13.5% | -33.4% | +46.9% | +42.8% |
| 3M | -0.1% | -24.7% | +24.6% | +13.3% |
| 6M | +22.5% | -8.8% | +31.3% | +17.7% |
| YTD | -2.4% | +21.8% | -24.1% | -27.5% |
| 1Y | -4.7% | +25.3% | -30.0% | -31.1% |
| 3Y | +103.2% | +101.2% | +2.1% | -13.7% |
| All | -40.6% | +39.5% | -80.0% | -64.8% |
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