-45.4%
TOST vs FRSH
-72.1%
+26.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.1% |
| 7D | -3.6% | -8.9% | +5.3% | +1.0% |
| 30D | +8.9% | -13.2% | +22.1% | +16.3% |
| 3M | -2.2% | +0.9% | -3.2% | -4.4% |
| 6M | +41.0% | +40.3% | +0.7% | +15.4% |
| YTD | -4.0% | -1.4% | -2.6% | -6.8% |
| 1Y | -9.6% | +3.8% | -13.4% | -14.9% |
| 3Y | +141.7% | -30.8% | +172.4% | +160.2% |
| 5Y | -29.5% | -68.5% | +39.1% | -10.1% |
| All | -45.4% | -72.1% | +26.6% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling