-44.4%
TOST vs FLR
+237.6%
-281.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | -2.4% |
| 7D | +4.0% | +8.5% | -4.5% | +1.0% |
| 30D | +11.1% | -0.7% | +11.7% | +10.8% |
| 3M | +0.8% | -11.7% | +12.5% | +3.9% |
| 6M | +38.8% | +16.2% | +22.6% | +26.3% |
| YTD | -2.1% | +27.0% | -29.1% | -15.1% |
| 1Y | -6.0% | +10.1% | -16.1% | -13.9% |
| 3Y | +149.8% | +46.2% | +103.6% | +79.5% |
| 5Y | -42.8% | +121.4% | -164.2% | -67.1% |
| All | -44.4% | +237.6% | -281.9% | -71.8% |
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