-44.8%
TOST vs FN
+237.5%
-282.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | +0.3% |
| 7D | +3.0% | -4.1% | +7.0% | +3.2% |
| 30D | +10.3% | -28.3% | +38.6% | +17.2% |
| 3M | -3.3% | -33.9% | +30.6% | +3.2% |
| 6M | +37.8% | -43.9% | +81.7% | +48.1% |
| YTD | -2.8% | -23.4% | +20.7% | -10.4% |
| 1Y | -9.6% | -25.4% | +15.8% | -16.8% |
| 3Y | +144.6% | +107.9% | +36.8% | +26.8% |
| 5Y | -31.0% | +195.1% | -226.1% | -74.1% |
| All | -44.8% | +237.5% | -282.2% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling