-44.8%
TOST vs FIS
-73.5%
+28.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.0% | -27.4% | +30.3% | +18.3% |
| 30D | +10.3% | -16.8% | +27.1% | +16.6% |
| 3M | -3.3% | -32.6% | +29.4% | +15.8% |
| 6M | +37.8% | -33.4% | +71.2% | +65.4% |
| YTD | -2.8% | -56.0% | +53.3% | +49.7% |
| 1Y | -9.6% | -55.1% | +45.5% | +37.6% |
| 3Y | +144.6% | -41.4% | +186.1% | +218.5% |
| 5Y | -31.0% | -72.7% | +41.7% | +29.6% |
| All | -44.8% | -73.5% | +28.7% | +6.5% |
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