-43.8%
TOST vs FICO
+68.0%
-111.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | +11.6% | -0.3% | +11.9% | +11.6% |
| 30D | +16.2% | +1.7% | +14.5% | +14.1% |
| 3M | +1.0% | -35.2% | +36.2% | +17.2% |
| 6M | +23.2% | -33.7% | +56.9% | +37.3% |
| YTD | -1.0% | -58.2% | +57.2% | +39.6% |
| 1Y | -9.9% | -56.6% | +46.7% | +23.8% |
| 3Y | +101.0% | -24.0% | +125.0% | +64.6% |
| 5Y | -40.4% | +86.1% | -126.5% | -74.0% |
| All | -43.8% | +68.0% | -111.8% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling