-44.5%
TOST vs FITB
+70.9%
-115.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.8% |
| 7D | 0.0% | +2.8% | -2.7% | -1.7% |
| 30D | +16.2% | +9.8% | +6.4% | +9.6% |
| 3M | -1.5% | -5.2% | +3.6% | +1.6% |
| 6M | +55.3% | +17.3% | +38.0% | +39.2% |
| YTD | -2.3% | +19.3% | -21.6% | -14.5% |
| 1Y | -5.5% | +32.7% | -38.2% | -23.0% |
| 3Y | +151.1% | +141.6% | +9.5% | +37.8% |
| 5Y | -27.9% | +48.9% | -76.8% | -47.1% |
| All | -44.5% | +70.9% | -115.4% | -57.0% |
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