-27.7%
TOST vs FFIV
+35.3%
-63.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.1% | +5.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.2% |
| 30D | +16.2% | -32.4% | +48.6% | +44.4% |
| 3M | -1.5% | -25.7% | +24.2% | +12.8% |
| 6M | +55.3% | -13.5% | +68.8% | +55.9% |
| YTD | -2.3% | +21.1% | -23.4% | -27.3% |
| 1Y | -5.5% | +29.4% | -34.9% | -33.6% |
| 3Y | +151.1% | +94.9% | +56.2% | +9.9% |
| All | -27.7% | +35.3% | -63.0% | -54.9% |
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