-46.7%
TOST vs FTI
+1,049.9%
-1,096.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -3.5% | +12.3% | -15.8% | -6.7% |
| 3M | +38.1% | +13.8% | +24.4% | +32.0% |
| 6M | +9.9% | +24.3% | -14.4% | +1.4% |
| YTD | -6.3% | +75.8% | -82.0% | -23.0% |
| 1Y | -18.3% | +99.6% | -117.9% | -36.0% |
| 3Y | +59.7% | +278.4% | -218.7% | -0.4% |
| All | -46.7% | +1,049.9% | -1,096.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FTI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling