-43.8%
TOST vs FITB
+67.6%
-111.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.9% |
| 7D | +11.6% | -1.8% | +13.4% | +12.9% |
| 30D | +16.2% | +4.8% | +11.4% | +12.9% |
| 3M | +1.0% | -6.4% | +7.5% | +5.1% |
| 6M | +23.2% | +7.9% | +15.3% | +16.5% |
| YTD | -1.0% | +17.0% | -18.0% | -12.2% |
| 1Y | -9.9% | +29.9% | -39.8% | -25.5% |
| 3Y | +101.0% | +124.8% | -23.8% | +15.7% |
| 5Y | -40.4% | +46.4% | -86.8% | -55.7% |
| All | -43.8% | +67.6% | -111.4% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling