-40.6%
TOST vs FND
-61.6%
+21.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +9.4% | +7.7% | +1.7% | +4.8% |
| 30D | +13.5% | +11.9% | +1.6% | +5.9% |
| 3M | -0.1% | -14.6% | +14.4% | +7.4% |
| 6M | +22.5% | +0.5% | +22.0% | +17.6% |
| YTD | -2.4% | -15.8% | +13.5% | +0.4% |
| 1Y | -4.7% | -12.9% | +8.2% | -4.5% |
| 3Y | +103.2% | -34.2% | +137.4% | +107.4% |
| All | -40.6% | -61.6% | +21.0% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling