-46.4%
TOST vs FND
-61.8%
+15.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +0.7% |
| 7D | -4.7% | -5.1% | +0.5% | -2.0% |
| 30D | +8.5% | +9.2% | -0.7% | +2.6% |
| 3M | -1.6% | -17.7% | +16.1% | +8.3% |
| 6M | +44.1% | +2.5% | +41.6% | +36.4% |
| YTD | -5.6% | -19.8% | +14.2% | -0.5% |
| 1Y | -12.6% | -22.7% | +10.1% | -6.0% |
| 3Y | +137.6% | -38.3% | +175.9% | +153.2% |
| 5Y | -30.4% | -63.0% | +32.6% | +14.7% |
| All | -46.4% | -61.8% | +15.5% | -11.2% |
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