+149.8%
TOST vs TFC
+91.2%
+58.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -1.0% |
| 7D | +4.0% | +0.3% | +3.7% | +3.8% |
| 30D | +11.1% | +9.2% | +1.9% | +5.0% |
| 3M | +0.8% | -2.9% | +3.7% | +2.6% |
| 6M | +38.8% | +3.5% | +35.3% | +34.5% |
| YTD | -2.1% | +5.4% | -7.5% | -7.2% |
| 1Y | -6.0% | +17.3% | -23.3% | -17.6% |
| 3Y | +149.8% | +96.7% | +53.1% | +42.0% |
| All | +149.8% | +91.2% | +58.6% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling