-44.5%
TOST vs FITB
+66.3%
-110.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.9% |
| 7D | +9.4% | -1.5% | +11.0% | +10.6% |
| 30D | +13.5% | +5.8% | +7.7% | +9.6% |
| 3M | -0.1% | -6.1% | +6.0% | +3.7% |
| 6M | +22.5% | +5.9% | +16.5% | +17.2% |
| YTD | -2.4% | +16.1% | -18.5% | -13.0% |
| 1Y | -4.7% | +28.8% | -33.5% | -20.8% |
| 3Y | +103.2% | +126.0% | -22.8% | +16.6% |
| 5Y | -41.2% | +45.3% | -86.5% | -56.1% |
| All | -44.5% | +66.3% | -110.9% | -56.3% |
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