-48.9%
TOST vs FWONK
+99.9%
-148.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.7% |
| 7D | -5.9% | -1.5% | -4.3% | -5.0% |
| 30D | -8.4% | -6.8% | -1.7% | -4.4% |
| 3M | +31.4% | +7.7% | +23.7% | +24.9% |
| 6M | +10.5% | +11.0% | -0.4% | +2.4% |
| YTD | -10.1% | -3.1% | -6.9% | -9.5% |
| 1Y | -19.9% | -3.5% | -16.5% | -19.7% |
| 3Y | +53.3% | +44.6% | +8.7% | +8.9% |
| All | -48.9% | +99.9% | -148.8% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 10y: compounded portfolio wealth divided by compounded FWONK 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…
10y analysis · Full analysis span regression · 6 months rolling