-43.8%
TOST vs FFIV
+57.0%
-100.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +2.9% |
| 7D | +11.6% | -14.2% | +25.8% | +22.3% |
| 30D | +16.2% | -33.6% | +49.9% | +46.9% |
| 3M | +1.0% | -24.2% | +25.2% | +14.2% |
| 6M | +23.2% | -8.3% | +31.5% | +17.9% |
| YTD | -1.0% | +22.1% | -23.1% | -26.6% |
| 1Y | -9.9% | +26.5% | -36.4% | -35.3% |
| 3Y | +101.0% | +102.3% | -1.3% | -14.6% |
| 5Y | -40.4% | +40.6% | -81.0% | -64.6% |
| All | -43.8% | +57.0% | -100.8% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling