-45.7%
TOST vs FFIV
+96.7%
-142.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -3.4% | -1.0% | -2.5% | -2.9% |
| 30D | -2.4% | -5.1% | +2.6% | +0.6% |
| 3M | +34.6% | -4.5% | +39.1% | +37.1% |
| 6M | +15.2% | +36.5% | -21.3% | -13.5% |
| YTD | -4.4% | +53.0% | -57.4% | -35.3% |
| 1Y | -17.4% | +24.2% | -41.6% | -34.6% |
| 3Y | +54.5% | +137.2% | -82.8% | -36.0% |
| All | -45.7% | +96.7% | -142.3% | -72.6% |
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