-5.5%
TOST vs TFC
+15.7%
-21.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.2% | +2.9% |
| 7D | 0.0% | +2.3% | -2.2% | -0.9% |
| 30D | +16.2% | +10.8% | +5.4% | +11.6% |
| 3M | -1.5% | -3.8% | +2.2% | -0.7% |
| 6M | +55.3% | +9.6% | +45.7% | +48.4% |
| YTD | -2.3% | +5.8% | -8.1% | -6.4% |
| 1Y | -5.5% | +16.2% | -21.7% | -19.0% |
| All | -5.5% | +15.7% | -21.3% | -19.0% |
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 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