-45.7%
TOST vs FND
-60.7%
+15.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.9% |
| 7D | -3.4% | -5.2% | +1.8% | -0.6% |
| 30D | -2.4% | -19.9% | +17.4% | +9.6% |
| 3M | +34.6% | +2.7% | +31.9% | +29.2% |
| 6M | +15.2% | -21.7% | +36.9% | +27.4% |
| YTD | -4.4% | -17.5% | +13.1% | +0.3% |
| 1Y | -17.4% | -39.3% | +21.9% | +4.0% |
| 3Y | +54.5% | -49.8% | +104.2% | +96.2% |
| All | -45.7% | -60.7% | +15.0% | -10.5% |
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