-27.7%
TOST vs FTV
+17.3%
-45.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | 0.0% | +3.9% | -3.9% | -3.6% |
| 30D | +16.2% | +18.7% | -2.5% | -1.7% |
| 3M | -1.5% | +10.0% | -11.6% | -10.7% |
| 6M | +55.3% | +14.6% | +40.8% | +33.2% |
| YTD | -2.3% | +23.4% | -25.8% | -23.8% |
| 1Y | -5.5% | +31.3% | -36.8% | -31.2% |
| 3Y | +151.1% | +39.8% | +111.3% | +60.8% |
| All | -27.7% | +17.3% | -45.0% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling