-40.6%
TOST vs USFR
+21.3%
-61.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | +13.5% | +0.4% | +13.1% | +13.3% |
| 3M | -0.1% | +1.1% | -1.2% | -0.6% |
| 6M | +22.5% | +2.1% | +20.4% | +21.4% |
| YTD | -2.4% | +3.4% | -5.8% | -4.7% |
| 1Y | -4.7% | +4.1% | -8.8% | -8.0% |
| 3Y | +103.2% | +14.4% | +88.8% | +115.6% |
| All | -40.6% | +21.3% | -61.9% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling