-18.3%
TOST vs FND
-44.9%
+26.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -0.8% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -3.5% | -23.6% | +20.1% | +3.1% |
| 3M | +38.1% | +4.3% | +33.8% | +34.9% |
| 6M | +9.9% | -20.3% | +30.2% | +14.6% |
| YTD | -6.3% | -21.3% | +15.0% | -4.4% |
| 1Y | -18.3% | -45.4% | +27.1% | -2.9% |
| All | -18.3% | -44.9% | +26.6% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling