-44.5%
TOST vs FIS
-73.1%
+28.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.2% |
| 7D | +9.4% | -25.5% | +34.9% | +24.0% |
| 30D | +13.5% | -15.1% | +28.5% | +18.5% |
| 3M | -0.1% | -32.1% | +32.0% | +19.1% |
| 6M | +22.5% | -36.1% | +58.5% | +51.7% |
| YTD | -2.4% | -55.4% | +53.0% | +49.2% |
| 1Y | -4.7% | -53.9% | +49.2% | +43.0% |
| 3Y | +103.2% | -39.8% | +143.0% | +160.0% |
| 5Y | -41.2% | -71.1% | +29.9% | +10.6% |
| All | -44.5% | -73.1% | +28.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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