-0.8%
TOST vs FN
-25.7%
+25.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +5.3% |
| 7D | +10.7% | -7.0% | +17.7% | +10.6% |
| 30D | +17.7% | -24.7% | +42.5% | +17.1% |
| 3M | +4.6% | -35.7% | +40.3% | +3.6% |
| 6M | +20.3% | -52.4% | +72.7% | +19.9% |
| YTD | -0.4% | -25.0% | +24.6% | -6.9% |
| 1Y | -0.8% | -25.7% | +24.9% | -8.5% |
| All | -0.8% | -25.7% | +25.0% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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