-41.3%
TOST vs FICO
+81.8%
-123.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.7% | +6.9% |
| 7D | +10.7% | +0.4% | +10.3% | +10.4% |
| 30D | +17.7% | +1.7% | +16.1% | +15.6% |
| 3M | +4.6% | -33.0% | +37.7% | +19.2% |
| 6M | +20.3% | -33.9% | +54.1% | +34.1% |
| YTD | -0.4% | -58.5% | +58.1% | +41.1% |
| 1Y | -0.8% | -56.4% | +55.6% | +35.9% |
| 3Y | +102.2% | -24.7% | +126.9% | +65.5% |
| 5Y | -41.3% | +83.1% | -124.4% | -76.4% |
| All | -41.3% | +81.8% | -123.1% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling