+56.7%
TOST vs FTI
+314.3%
-257.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.4% | +5.3% | -8.7% | -4.6% |
| 30D | -2.4% | +15.3% | -17.8% | -5.8% |
| 3M | +34.6% | +15.8% | +18.8% | +29.0% |
| 6M | +15.2% | +22.6% | -7.4% | +7.5% |
| YTD | -4.4% | +79.5% | -83.9% | -21.8% |
| 1Y | -17.4% | +102.0% | -119.4% | -35.6% |
| All | +56.7% | +314.3% | -257.7% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling