-48.1%
TOST vs FWONK
+102.8%
-150.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.5% | -3.8% |
| 7D | -4.7% | -0.6% | -4.1% | -4.3% |
| 30D | -9.1% | -5.8% | -3.3% | -5.7% |
| 3M | +29.8% | +10.0% | +19.8% | +21.6% |
| 6M | +10.0% | +14.7% | -4.6% | -0.2% |
| YTD | -8.6% | -1.7% | -6.9% | -8.9% |
| 1Y | -20.7% | -4.6% | -16.1% | -19.7% |
| 3Y | +55.7% | +46.7% | +9.0% | +9.6% |
| All | -48.1% | +102.8% | -150.9% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling