-44.8%
TOST vs FITB
+69.9%
-114.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +3.0% | +0.5% | +2.5% | +2.6% |
| 30D | +10.3% | +7.0% | +3.2% | +5.7% |
| 3M | -3.3% | -4.4% | +1.1% | -0.8% |
| 6M | +37.8% | +11.6% | +26.3% | +27.6% |
| YTD | -2.8% | +18.6% | -21.4% | -14.6% |
| 1Y | -9.6% | +29.8% | -39.4% | -25.2% |
| 3Y | +144.6% | +140.7% | +4.0% | +34.5% |
| 5Y | -31.0% | +48.6% | -79.6% | -49.1% |
| All | -44.8% | +69.9% | -114.7% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling