-4.7%
TOST vs TFC
+17.2%
-21.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +9.4% | +1.2% | +8.2% | +9.0% |
| 30D | +13.5% | +8.3% | +5.1% | +10.0% |
| 3M | -0.1% | -5.2% | +5.0% | +1.5% |
| 6M | +22.5% | -0.8% | +23.3% | +22.3% |
| YTD | -2.4% | +3.4% | -5.8% | -6.3% |
| 1Y | -4.7% | +17.0% | -21.7% | -24.2% |
| All | -4.7% | +17.2% | -21.9% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling