-44.4%
TOST vs FIS
-73.4%
+29.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +1.0% |
| 7D | +4.0% | -29.4% | +33.5% | +21.6% |
| 30D | +11.1% | -16.7% | +27.8% | +17.3% |
| 3M | +0.8% | -33.0% | +33.8% | +21.1% |
| 6M | +38.8% | -33.3% | +72.1% | +66.5% |
| YTD | -2.1% | -56.0% | +53.9% | +50.7% |
| 1Y | -6.0% | -54.6% | +48.6% | +42.1% |
| 3Y | +149.8% | -40.6% | +190.4% | +223.0% |
| 5Y | -42.8% | -71.9% | +29.2% | +8.4% |
| All | -44.4% | -73.4% | +29.1% | +7.2% |
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