-0.8%
TOST vs FIGR
-41.8%
+41.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +5.1% |
| 7D | +10.7% | -1.3% | +12.1% | +10.8% |
| 30D | +17.7% | -17.6% | +35.4% | +19.5% |
| 3M | +4.6% | -16.7% | +21.3% | +5.5% |
| 6M | +20.3% | -36.1% | +56.4% | +23.2% |
| YTD | -0.4% | -43.6% | +43.2% | -0.1% |
| 1Y | -0.8% | -39.8% | +39.1% | -1.7% |
| All | -0.8% | -41.8% | +41.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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