-44.8%
TOST vs FLR
+238.3%
-283.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.0% | +5.1% | -2.2% | +1.1% |
| 30D | +10.3% | -0.5% | +10.7% | +9.9% |
| 3M | -3.3% | -3.5% | +0.2% | -3.1% |
| 6M | +37.8% | +16.5% | +21.3% | +25.3% |
| YTD | -2.8% | +27.3% | -30.1% | -15.8% |
| 1Y | -9.6% | +10.6% | -20.2% | -17.3% |
| 3Y | +144.6% | +39.4% | +105.3% | +80.0% |
| 5Y | -31.0% | +126.4% | -157.4% | -60.5% |
| All | -44.8% | +238.3% | -283.1% | -72.1% |
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