-9.9%
TOST vs FICO
-55.7%
+45.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +11.6% | -0.3% | +11.9% | +11.6% |
| 30D | +16.2% | +1.7% | +14.5% | +15.4% |
| 3M | +1.0% | -35.2% | +36.2% | +10.1% |
| 6M | +23.2% | -33.7% | +56.9% | +30.1% |
| YTD | -1.0% | -58.2% | +57.2% | +20.3% |
| 1Y | -9.9% | -56.6% | +46.7% | +9.0% |
| All | -9.9% | -55.7% | +45.9% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling