-17.4%
TOST vs FRSH
-3.3%
-14.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +2.6% |
| 7D | -3.4% | -8.2% | +4.7% | +0.9% |
| 30D | -2.4% | +10.5% | -12.9% | -8.6% |
| 3M | +34.6% | +32.7% | +1.9% | +12.7% |
| 6M | +15.2% | +50.3% | -35.1% | -10.2% |
| YTD | -4.4% | +3.9% | -8.3% | -11.5% |
| 1Y | -17.4% | -2.2% | -15.3% | -24.1% |
| All | -17.4% | -3.3% | -14.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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