+56.7%
TOST vs FN
+158.4%
-101.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.4% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | -2.4% | -22.0% | +19.5% | +0.1% |
| 3M | +34.6% | -43.0% | +77.6% | +44.2% |
| 6M | +15.2% | -27.7% | +43.0% | +15.0% |
| YTD | -4.4% | -10.5% | +6.1% | -11.0% |
| 1Y | -17.4% | +12.5% | -29.9% | -28.4% |
| All | +56.7% | +158.4% | -101.7% | -11.3% |
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