-44.5%
TOST vs FIVE
+32.2%
-76.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | 0.0% | +2.7% | -2.6% | -1.1% |
| 30D | +16.2% | +12.7% | +3.5% | +10.3% |
| 3M | -1.5% | +2.1% | -3.6% | -3.0% |
| 6M | +55.3% | +17.5% | +37.8% | +42.1% |
| YTD | -2.3% | +31.0% | -33.3% | -16.0% |
| 1Y | -5.5% | +67.7% | -73.3% | -27.5% |
| 3Y | +151.1% | +43.4% | +107.7% | +94.2% |
| 5Y | -27.9% | +18.1% | -46.0% | -36.0% |
| All | -44.5% | +32.2% | -76.7% | -52.0% |
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