-40.6%
TOST vs FTI
+776.4%
-817.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.2% |
| 7D | +9.4% | -7.6% | +17.1% | +11.6% |
| 30D | +13.5% | -7.1% | +20.6% | +15.2% |
| 3M | -0.1% | -8.7% | +8.6% | +1.5% |
| 6M | +22.5% | -14.0% | +36.4% | +25.5% |
| YTD | -2.4% | +42.8% | -45.2% | -16.1% |
| 1Y | -4.7% | +50.4% | -55.1% | -19.6% |
| 3Y | +103.2% | +194.1% | -90.9% | +33.4% |
| All | -40.6% | +776.4% | -817.0% | -74.6% |
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