+103.2%
TOST vs FLR
+27.4%
+75.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.2% |
| 7D | +9.4% | -0.8% | +10.2% | +9.5% |
| 30D | +13.5% | -9.1% | +22.6% | +15.8% |
| 3M | -0.1% | -4.7% | +4.5% | -0.5% |
| 6M | +22.5% | -14.2% | +36.7% | +24.6% |
| YTD | -2.4% | +17.3% | -19.7% | -10.7% |
| 1Y | -4.7% | +4.3% | -9.0% | -9.6% |
| 3Y | +103.2% | +30.7% | +72.5% | +42.8% |
| All | +103.2% | +27.4% | +75.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling