+56.7%
TOST vs USFR
+14.1%
+42.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -2.4% | +0.3% | -2.7% | -3.1% |
| 3M | +34.6% | +1.0% | +33.6% | +31.9% |
| 6M | +15.2% | +1.9% | +13.3% | +9.9% |
| YTD | -4.4% | +2.6% | -7.0% | -11.1% |
| 1Y | -17.4% | +4.0% | -21.4% | -27.2% |
| All | +56.7% | +14.1% | +42.6% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling