-44.5%
TOST vs FLR
+211.7%
-256.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.5% |
| 7D | +9.4% | -0.8% | +10.2% | +9.6% |
| 30D | +13.5% | -9.1% | +22.6% | +16.7% |
| 3M | -0.1% | -4.7% | +4.5% | -0.6% |
| 6M | +22.5% | -14.2% | +36.7% | +25.0% |
| YTD | -2.4% | +17.3% | -19.7% | -13.0% |
| 1Y | -4.7% | +4.3% | -9.0% | -11.2% |
| 3Y | +103.2% | +30.7% | +72.5% | +52.3% |
| 5Y | -41.2% | +101.3% | -142.5% | -65.3% |
| All | -44.5% | +211.7% | -256.3% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling