-4.7%
TOST vs FITB
+29.0%
-33.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +9.4% | -1.5% | +11.0% | +10.1% |
| 30D | +13.5% | +5.8% | +7.7% | +11.2% |
| 3M | -0.1% | -6.1% | +6.0% | +1.8% |
| 6M | +22.5% | +5.9% | +16.5% | +19.8% |
| YTD | -2.4% | +16.1% | -18.5% | -11.5% |
| 1Y | -4.7% | +28.8% | -33.5% | -23.0% |
| All | -4.7% | +29.0% | -33.7% | -23.0% |
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 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