-27.7%
TOST vs FTI
+886.2%
-913.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +2.9% |
| 7D | 0.0% | +4.3% | -4.3% | -1.1% |
| 30D | +16.2% | -4.7% | +20.8% | +17.1% |
| 3M | -1.5% | -13.5% | +12.0% | +1.7% |
| 6M | +55.3% | -8.7% | +64.0% | +56.6% |
| YTD | -2.3% | +49.0% | -51.3% | -16.6% |
| 1Y | -5.5% | +54.0% | -59.6% | -20.3% |
| 3Y | +151.1% | +211.6% | -60.5% | +64.9% |
| All | -27.7% | +886.2% | -913.9% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling