+106.1%
TOST vs FGI
+2.3%
+103.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +11.6% | -11.6% | +23.2% | +11.9% |
| 30D | +16.2% | -3.3% | +19.5% | +16.2% |
| 3M | +1.0% | +65.6% | -64.5% | -1.5% |
| 6M | +23.2% | -2.8% | +26.0% | +21.1% |
| YTD | -1.0% | +30.1% | -31.1% | -4.3% |
| 1Y | -9.9% | +50.2% | -60.1% | -13.4% |
| All | +106.1% | +2.3% | +103.8% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling