-44.5%
TOST vs TFC
+17.8%
-62.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +2.7% |
| 7D | 0.0% | +2.3% | -2.2% | -1.4% |
| 30D | +16.2% | +10.8% | +5.4% | +9.1% |
| 3M | -1.5% | -3.8% | +2.2% | +0.7% |
| 6M | +55.3% | +9.6% | +45.7% | +45.4% |
| YTD | -2.3% | +5.8% | -8.1% | -7.1% |
| 1Y | -5.5% | +16.2% | -21.7% | -15.5% |
| 3Y | +151.1% | +96.0% | +55.1% | +60.7% |
| 5Y | -27.9% | +1.7% | -29.6% | -29.4% |
| All | -44.5% | +17.8% | -62.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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