-8.9%
TOST vs FLR
+6.9%
-15.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | -0.2% |
| 7D | +4.0% | +8.5% | -4.5% | +3.5% |
| 30D | +11.1% | -0.7% | +11.7% | +11.3% |
| 3M | +0.8% | -11.7% | +12.5% | +1.9% |
| 6M | +38.8% | +16.2% | +22.6% | +31.5% |
| YTD | -2.1% | +27.0% | -29.1% | -8.5% |
| All | -8.9% | +6.9% | -15.8% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling