-31.0%
TOST vs TFC
-1.6%
-29.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.0% | +1.7% | +1.2% | +1.9% |
| 30D | +10.3% | +9.0% | +1.3% | +4.5% |
| 3M | -3.3% | -2.1% | -1.2% | -2.1% |
| 6M | +37.8% | +3.4% | +34.4% | +33.9% |
| YTD | -2.8% | +5.3% | -8.1% | -7.4% |
| 1Y | -9.6% | +16.2% | -25.7% | -19.3% |
| 3Y | +144.6% | +94.8% | +49.9% | +55.5% |
| 5Y | -31.0% | -0.7% | -30.3% | -27.9% |
| All | -31.0% | -1.6% | -29.3% | -27.9% |
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