-45.7%
TOST vs TFC
+20.5%
-66.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.4% | +2.4% | -5.8% | -4.9% |
| 30D | -2.4% | -1.3% | -1.1% | -1.8% |
| 3M | +34.6% | +6.1% | +28.6% | +29.2% |
| 6M | +15.2% | +7.3% | +7.9% | +8.9% |
| YTD | -4.4% | +8.2% | -12.6% | -10.3% |
| 1Y | -17.4% | +14.4% | -31.8% | -25.3% |
| 3Y | +54.5% | +93.7% | -39.3% | -0.6% |
| All | -45.7% | +20.5% | -66.2% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling