-44.5%
TOST vs FICO
+67.3%
-111.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +9.4% | -0.9% | +10.4% | +9.8% |
| 30D | +13.5% | +3.3% | +10.1% | +10.6% |
| 3M | -0.1% | -31.7% | +31.6% | +12.8% |
| 6M | +22.5% | -34.0% | +56.4% | +36.7% |
| YTD | -2.4% | -58.3% | +56.0% | +37.9% |
| 1Y | -4.7% | -57.9% | +53.2% | +33.5% |
| 3Y | +103.2% | -24.1% | +127.3% | +66.4% |
| 5Y | -41.2% | +85.3% | -126.5% | -74.3% |
| All | -44.5% | +67.3% | -111.9% | -74.2% |
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