-43.8%
TOST vs FIS
-72.4%
+28.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | +11.6% | -21.2% | +32.8% | +22.4% |
| 30D | +16.2% | -12.1% | +28.3% | +19.1% |
| 3M | +1.0% | -30.6% | +31.6% | +19.1% |
| 6M | +23.2% | -35.5% | +58.7% | +52.0% |
| YTD | -1.0% | -54.4% | +53.4% | +49.5% |
| 1Y | -9.9% | -52.9% | +43.0% | +33.6% |
| 3Y | +101.0% | -38.7% | +139.7% | +154.7% |
| 5Y | -40.4% | -70.4% | +30.0% | +10.8% |
| All | -43.8% | -72.4% | +28.7% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling