-43.8%
TOST vs FIVE
+29.3%
-73.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +1.2% |
| 7D | +11.6% | -1.7% | +13.3% | +12.4% |
| 30D | +16.2% | +14.9% | +1.3% | +9.4% |
| 3M | +1.0% | +7.6% | -6.6% | -2.9% |
| 6M | +23.2% | +6.4% | +16.8% | +17.3% |
| YTD | -1.0% | +28.1% | -29.1% | -14.0% |
| 1Y | -9.9% | +54.7% | -64.6% | -28.2% |
| 3Y | +101.0% | +36.1% | +65.0% | +61.1% |
| 5Y | -40.4% | +14.9% | -55.3% | -46.1% |
| All | -43.8% | +29.3% | -73.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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