-31.0%
TOST vs FIS
-72.0%
+41.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.0% | -27.4% | +30.3% | +18.9% |
| 30D | +10.3% | -16.8% | +27.1% | +16.7% |
| 3M | -3.3% | -32.6% | +29.4% | +16.6% |
| 6M | +37.8% | -33.4% | +71.2% | +66.5% |
| YTD | -2.8% | -56.0% | +53.3% | +52.5% |
| 1Y | -9.6% | -55.1% | +45.5% | +40.0% |
| 3Y | +144.6% | -41.4% | +186.1% | +219.8% |
| 5Y | -31.0% | -72.7% | +41.7% | +62.4% |
| All | -31.0% | -72.0% | +41.0% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling