-44.5%
TOST vs FND
-62.7%
+18.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.7% |
| 7D | 0.0% | -6.8% | +6.9% | +3.8% |
| 30D | +16.2% | +8.0% | +8.2% | +10.4% |
| 3M | -1.5% | -18.9% | +17.4% | +9.2% |
| 6M | +55.3% | +4.7% | +50.6% | +45.0% |
| YTD | -2.3% | -21.6% | +19.2% | +4.2% |
| 1Y | -5.5% | -22.0% | +16.5% | +0.7% |
| 3Y | +151.1% | -40.4% | +191.6% | +173.6% |
| 5Y | -27.9% | -63.8% | +35.8% | +20.1% |
| All | -44.5% | -62.7% | +18.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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