-44.4%
TOST vs USFR
+21.3%
-65.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.0% | +0.1% | +4.0% | +3.9% |
| 30D | +11.1% | +0.4% | +10.7% | +10.5% |
| 3M | +0.8% | +1.1% | -0.2% | -0.8% |
| 6M | +38.8% | +2.0% | +36.8% | +34.6% |
| YTD | -2.1% | +3.4% | -5.5% | -8.0% |
| 1Y | -6.0% | +4.1% | -10.1% | -13.2% |
| 3Y | +149.8% | +14.3% | +135.4% | +122.1% |
| 5Y | -42.8% | +21.3% | -64.1% | -56.3% |
| All | -44.4% | +21.3% | -65.7% | -58.8% |
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