-8.9%
TOST vs FITB
+31.0%
-40.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.7% |
| 7D | +4.0% | -1.1% | +5.1% | +4.5% |
| 30D | +11.1% | +7.3% | +3.7% | +8.2% |
| 3M | +0.8% | -4.0% | +4.8% | +1.8% |
| 6M | +38.8% | +11.9% | +26.9% | +33.0% |
| YTD | -2.1% | +19.0% | -21.1% | -12.0% |
| All | -8.9% | +31.0% | -40.0% | -25.7% |
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