-14.8%
TOST vs FIGR
-31.9%
+17.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.9% | -7.6% | -0.4% |
| 7D | +4.0% | +12.5% | -8.5% | +2.9% |
| 30D | +11.1% | -14.1% | +25.1% | +12.2% |
| 3M | +0.8% | -14.3% | +15.2% | +1.4% |
| 6M | +38.8% | -34.8% | +73.6% | +41.9% |
| YTD | -2.1% | -40.0% | +37.9% | -1.9% |
| 1Y | -6.0% | -32.9% | +26.9% | -7.1% |
| All | -14.8% | -31.9% | +17.1% | -16.5% |
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