-44.8%
TOST vs USFR
+21.4%
-66.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +10.3% | +0.4% | +9.9% | +9.6% |
| 3M | -3.3% | +1.1% | -4.3% | -4.8% |
| 6M | +37.8% | +2.1% | +35.8% | +33.5% |
| YTD | -2.8% | +3.4% | -6.2% | -8.7% |
| 1Y | -9.6% | +4.1% | -13.7% | -16.5% |
| 3Y | +144.6% | +14.4% | +130.2% | +117.4% |
| 5Y | -31.0% | +21.4% | -52.4% | -49.4% |
| All | -44.8% | +21.4% | -66.2% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling