-15.0%
TOST vs FIGR
-29.9%
+15.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +3.6% |
| 7D | 0.0% | +11.0% | -11.0% | -0.9% |
| 30D | +16.2% | +0.7% | +15.5% | +15.9% |
| 3M | -1.5% | -20.9% | +19.4% | -0.4% |
| 6M | +55.3% | -37.7% | +93.1% | +59.4% |
| YTD | -2.3% | -38.2% | +35.9% | -2.5% |
| 1Y | -5.5% | -27.1% | +21.6% | -7.6% |
| All | -15.0% | -29.9% | +15.0% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling