-44.4%
TOST vs FITB
+70.5%
-114.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -1.3% |
| 7D | +4.0% | -1.1% | +5.1% | +4.7% |
| 30D | +11.1% | +7.3% | +3.7% | +6.3% |
| 3M | +0.8% | -4.0% | +4.8% | +3.2% |
| 6M | +38.8% | +11.9% | +26.9% | +28.3% |
| YTD | -2.1% | +19.0% | -21.1% | -14.1% |
| 1Y | -6.0% | +31.0% | -37.1% | -22.7% |
| 3Y | +149.8% | +143.8% | +6.0% | +36.2% |
| 5Y | -42.8% | +48.9% | -91.6% | -57.9% |
| All | -44.4% | +70.5% | -114.9% | -56.8% |
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 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