-5.5%
TOST vs FIS
-53.6%
+48.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.6% |
| 7D | 0.0% | +2.8% | -2.8% | -1.4% |
| 30D | +16.2% | -16.7% | +32.9% | +18.7% |
| 3M | -1.5% | -32.3% | +30.8% | +19.4% |
| 6M | +55.3% | -29.1% | +84.4% | +78.4% |
| YTD | -2.3% | -54.1% | +51.8% | +70.9% |
| 1Y | -5.5% | -53.7% | +48.2% | +64.1% |
| All | -5.5% | -53.6% | +48.0% | +64.1% |
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 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