-45.7%
TOST vs FICO
+121.4%
-167.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.7% | +8.4% |
| 7D | -3.4% | -19.2% | +15.8% | +6.2% |
| 30D | -2.4% | -14.6% | +12.2% | +3.8% |
| 3M | +34.6% | -20.1% | +54.7% | +44.9% |
| 6M | +15.2% | -36.3% | +51.5% | +37.5% |
| YTD | -4.4% | -44.9% | +40.5% | +23.7% |
| 1Y | -17.4% | -38.6% | +21.2% | -2.4% |
| 3Y | +54.5% | +4.0% | +50.5% | +12.1% |
| All | -45.7% | +121.4% | -167.1% | -76.9% |
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