-44.5%
TOST vs FTI
+834.5%
-879.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.4% |
| YTD | -2.4% | +42.8% | -45.2% | -15.7% |
| 1Y | -4.7% | +50.4% | -55.1% | -19.2% |
| 3Y | +103.2% | +194.1% | -90.9% | +35.4% |
| 5Y | -41.2% | +775.2% | -816.5% | -74.7% |
| All | -44.5% | +834.5% | -879.0% | -77.0% |
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 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