-15.0%
TOST vs FIGR
-36.9%
+21.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.1% |
| 7D | +9.4% | +5.3% | +4.1% | +8.9% |
| 30D | +13.5% | -17.9% | +31.4% | +15.2% |
| 3M | -0.1% | -20.5% | +20.4% | +1.0% |
| 6M | +22.5% | -40.2% | +62.7% | +26.1% |
| YTD | -2.4% | -44.4% | +42.0% | -1.6% |
| 1Y | -4.7% | -36.3% | +31.6% | -5.4% |
| All | -15.0% | -36.9% | +21.9% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling