+63.5%
TOST vs FGI
-70.6%
+134.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +9.4% | -7.0% | +16.4% | +9.7% |
| 30D | +13.5% | -4.2% | +17.7% | +13.5% |
| 3M | -0.1% | +55.6% | -55.7% | -3.6% |
| 6M | +22.5% | -3.2% | +25.6% | +19.6% |
| YTD | -2.4% | +29.1% | -31.5% | -7.3% |
| 1Y | -4.7% | +51.0% | -55.7% | -10.6% |
| 3Y | +103.2% | +1.5% | +101.7% | +83.6% |
| All | +63.5% | -70.6% | +134.0% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling