-46.7%
TOST vs USFR
+20.5%
-67.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -2.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -3.5% | +0.3% | -3.8% | -4.0% |
| 3M | +38.1% | +1.0% | +37.2% | +36.0% |
| 6M | +9.9% | +1.9% | +8.0% | +6.3% |
| YTD | -6.3% | +2.7% | -8.9% | -11.0% |
| 1Y | -18.3% | +4.0% | -22.3% | -25.0% |
| 3Y | +59.7% | +14.0% | +45.7% | +43.8% |
| All | -46.7% | +20.5% | -67.2% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling