-44.8%
TOST vs FND
-59.8%
+15.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +1.2% |
| 7D | +3.0% | +6.8% | -3.9% | -1.1% |
| 30D | +10.3% | +13.1% | -2.8% | +2.3% |
| 3M | -3.3% | -13.1% | +9.8% | +3.2% |
| 6M | +37.8% | -0.6% | +38.4% | +33.0% |
| YTD | -2.8% | -15.5% | +12.7% | -0.3% |
| 1Y | -9.6% | -13.7% | +4.1% | -9.0% |
| 3Y | +144.6% | -35.0% | +179.7% | +153.4% |
| 5Y | -31.0% | -60.1% | +29.1% | +8.8% |
| All | -44.8% | -59.8% | +15.0% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling