-46.7%
TOST vs FLR
+279.7%
-326.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.8% | -2.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.1% |
| 30D | -3.5% | -0.7% | -2.8% | -3.8% |
| 3M | +38.1% | +14.3% | +23.8% | +28.8% |
| 6M | +9.9% | +25.6% | -15.7% | -2.3% |
| YTD | -6.3% | +42.9% | -49.1% | -21.4% |
| 1Y | -18.3% | +38.7% | -57.0% | -31.2% |
| 3Y | +59.7% | +61.8% | -2.0% | +11.9% |
| All | -46.7% | +279.7% | -326.5% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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