-18.3%
TOST vs FITB
+23.3%
-41.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.7% |
| 7D | -0.9% | +2.8% | -3.7% | -2.0% |
| 30D | -3.5% | -4.5% | +1.1% | -1.8% |
| 3M | +38.1% | +5.7% | +32.5% | +34.9% |
| 6M | +9.9% | +17.1% | -7.2% | +1.5% |
| YTD | -6.3% | +18.3% | -24.6% | -15.4% |
| 1Y | -18.3% | +23.9% | -42.2% | -28.6% |
| All | -18.3% | +23.3% | -41.6% | -28.6% |
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