-48.1%
TOST vs FRSH
-72.4%
+24.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.8% |
| 7D | -4.7% | -9.6% | +4.9% | +0.3% |
| 30D | -9.1% | -0.4% | -8.7% | -9.6% |
| 3M | +29.8% | +27.2% | +2.6% | +13.1% |
| 6M | +10.0% | +42.2% | -32.2% | -9.7% |
| YTD | -8.6% | -2.6% | -6.0% | -9.8% |
| 1Y | -20.7% | -10.2% | -10.5% | -18.8% |
| 3Y | +55.7% | -45.5% | +101.2% | +93.9% |
| All | -48.1% | -72.4% | +24.3% | -30.0% |
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