+106.1%
TOST vs FN
+80.0%
+26.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.7% | +1.0% |
| 7D | +11.6% | -16.0% | +27.6% | +13.4% |
| 30D | +16.2% | -40.1% | +56.3% | +23.0% |
| 3M | +1.0% | -43.9% | +44.9% | +6.8% |
| 6M | +23.2% | -55.6% | +78.8% | +32.7% |
| YTD | -1.0% | -35.7% | +34.7% | -4.7% |
| 1Y | -9.9% | -39.8% | +29.9% | -12.3% |
| All | +106.1% | +80.0% | +26.1% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling