-0.8%
TOST vs FITB
+36.9%
-37.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.9% |
| 7D | +10.7% | +2.3% | +8.4% | +9.7% |
| 30D | +17.7% | +7.7% | +10.0% | +14.4% |
| 3M | +4.6% | -4.5% | +9.1% | +5.9% |
| 6M | +20.3% | +12.5% | +7.8% | +14.6% |
| YTD | -0.4% | +19.8% | -20.2% | -11.6% |
| 1Y | -0.8% | +34.1% | -34.9% | -23.8% |
| All | -0.8% | +36.9% | -37.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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