-4.7%
TOST vs FN
-33.3%
+28.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -0.8% |
| 7D | +9.4% | 0.0% | +9.5% | +9.6% |
| 30D | +13.5% | -34.3% | +47.8% | +11.8% |
| 3M | -0.1% | -39.9% | +39.7% | -1.8% |
| 6M | +22.5% | -51.8% | +74.3% | +20.3% |
| YTD | -2.4% | -28.1% | +25.8% | -7.1% |
| 1Y | -4.7% | -29.1% | +24.4% | -9.7% |
| All | -4.7% | -33.3% | +28.6% | -9.7% |
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