-44.4%
TOST vs FIVE
+36.0%
-80.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -2.0% |
| 7D | +4.0% | +6.2% | -2.1% | +1.4% |
| 30D | +11.1% | +18.2% | -7.1% | +3.2% |
| 3M | +0.8% | +3.8% | -3.0% | -1.5% |
| 6M | +38.8% | +13.7% | +25.1% | +28.8% |
| YTD | -2.1% | +34.7% | -36.8% | -16.8% |
| 1Y | -6.0% | +66.6% | -72.7% | -27.5% |
| 3Y | +149.8% | +44.3% | +105.5% | +94.3% |
| 5Y | -42.8% | +18.8% | -61.5% | -49.1% |
| All | -44.4% | +36.0% | -80.3% | -52.4% |
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