+103.2%
TOST vs FIVE
+34.8%
+68.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | -0.3% | +9.7% | +9.5% |
| 30D | +13.5% | +17.7% | -4.2% | +9.7% |
| 3M | -0.1% | +4.0% | -4.1% | -1.2% |
| 6M | +22.5% | +2.6% | +19.9% | +20.9% |
| YTD | -2.4% | +27.6% | -29.9% | -8.4% |
| 1Y | -4.7% | +59.9% | -64.6% | -14.8% |
| 3Y | +103.2% | +35.8% | +67.5% | +60.7% |
| All | +103.2% | +34.8% | +68.4% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling