-40.6%
TOST vs TFC
-2.5%
-38.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.8% |
| 7D | +9.4% | +1.2% | +8.2% | +8.7% |
| 30D | +13.5% | +8.3% | +5.1% | +8.0% |
| 3M | -0.1% | -5.2% | +5.0% | +3.1% |
| 6M | +22.5% | -0.8% | +23.3% | +22.1% |
| YTD | -2.4% | +3.4% | -5.8% | -5.9% |
| 1Y | -4.7% | +17.0% | -21.7% | -15.4% |
| 3Y | +103.2% | +86.2% | +17.1% | +32.8% |
| All | -40.6% | -2.5% | -38.0% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling