-43.8%
TOST vs TFC
+16.3%
-60.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.7% |
| 7D | +11.6% | +1.1% | +10.6% | +11.0% |
| 30D | +16.2% | +7.8% | +8.5% | +11.0% |
| 3M | +1.0% | -4.8% | +5.8% | +4.0% |
| 6M | +23.2% | +1.8% | +21.4% | +20.8% |
| YTD | -1.0% | +4.4% | -5.4% | -5.1% |
| 1Y | -9.9% | +18.0% | -27.9% | -20.2% |
| 3Y | +101.0% | +85.2% | +15.8% | +33.2% |
| 5Y | -40.4% | -1.4% | -39.0% | -40.8% |
| All | -43.8% | +16.3% | -60.0% | -43.8% |
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