-45.7%
TOST vs FTI
+1,074.6%
-1,120.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -3.4% | +5.3% | -8.7% | -4.8% |
| 30D | -2.4% | +15.3% | -17.8% | -6.4% |
| 3M | +34.6% | +15.8% | +18.8% | +28.0% |
| 6M | +15.2% | +22.6% | -7.4% | +6.8% |
| YTD | -4.4% | +79.5% | -83.9% | -22.0% |
| 1Y | -17.4% | +102.0% | -119.4% | -35.5% |
| 3Y | +54.5% | +315.8% | -261.4% | -6.6% |
| All | -45.7% | +1,074.6% | -1,120.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling