-46.4%
TOST vs FWONK
+129.3%
-175.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.7% |
| 7D | -4.7% | +2.7% | -7.4% | -6.3% |
| 30D | +8.5% | +17.7% | -9.1% | -2.3% |
| 3M | -1.6% | +5.6% | -7.2% | -5.3% |
| 6M | +44.1% | +20.7% | +23.4% | +26.8% |
| YTD | -5.6% | +11.1% | -16.7% | -13.2% |
| 1Y | -12.6% | +7.7% | -20.3% | -17.9% |
| 3Y | +137.6% | +61.3% | +76.3% | +59.4% |
| 5Y | -30.4% | +93.2% | -123.6% | -63.5% |
| All | -46.4% | +129.3% | -175.7% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling