-46.7%
TOST vs FTV
+5.0%
-51.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.6% |
| 30D | -3.5% | -8.3% | +4.9% | +4.9% |
| 3M | +38.1% | -7.4% | +45.5% | +47.0% |
| 6M | +9.9% | -1.2% | +11.1% | +8.5% |
| YTD | -6.3% | +2.7% | -8.9% | -12.4% |
| 1Y | -18.3% | +18.4% | -36.8% | -35.4% |
| 3Y | +59.7% | -2.0% | +61.8% | +53.0% |
| All | -46.7% | +5.0% | -51.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling