+144.6%
TOST vs FRSH
-30.4%
+175.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +3.0% | -16.0% | +19.0% | +10.5% |
| 30D | +10.3% | -14.7% | +24.9% | +17.3% |
| 3M | -3.3% | -0.8% | -2.4% | -4.4% |
| 6M | +37.8% | +34.5% | +3.3% | +18.6% |
| YTD | -2.8% | -3.0% | +0.2% | -5.6% |
| 1Y | -9.6% | +4.9% | -14.4% | -15.1% |
| 3Y | +144.6% | -31.9% | +176.6% | +152.7% |
| All | +144.6% | -30.4% | +175.1% | +152.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling