-16.4%
TOST vs FIGR
-32.8%
+16.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.9% | -1.5% |
| 7D | -3.6% | +5.1% | -8.7% | -4.1% |
| 30D | +8.9% | -15.0% | +23.9% | +10.1% |
| 3M | -2.2% | -13.1% | +10.9% | -1.9% |
| 6M | +41.0% | -37.9% | +78.9% | +44.7% |
| YTD | -4.0% | -40.8% | +36.8% | -3.7% |
| 1Y | -9.6% | -33.1% | +23.5% | -10.6% |
| All | -16.4% | -32.8% | +16.4% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling