-8.9%
TOST vs FIS
-54.5%
+45.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.9% |
| 7D | +4.0% | -29.4% | +33.5% | +20.0% |
| 30D | +11.1% | -16.7% | +27.8% | +12.0% |
| 3M | +0.8% | -33.0% | +33.8% | +21.3% |
| 6M | +38.8% | -33.3% | +72.1% | +66.2% |
| YTD | -2.1% | -56.0% | +53.9% | +72.0% |
| All | -8.9% | -54.5% | +45.6% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling