+132.8%
B vs TOST
-46.9%
+179.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.1% | -0.9% |
| 7D | -7.3% | 0.0% | -7.4% | -7.3% |
| 30D | -3.3% | +16.2% | -19.5% | -4.5% |
| 3M | -7.8% | -1.5% | -6.2% | -7.7% |
| 6M | -15.5% | +55.3% | -70.9% | -18.7% |
| YTD | -12.3% | -2.3% | -9.9% | -12.6% |
| 1Y | +5.4% | -5.5% | +10.9% | +5.2% |
| 3Y | +165.5% | +151.1% | +14.4% | +142.1% |
| 5Y | +107.0% | -27.9% | +135.0% | +89.9% |
| All | +132.8% | -46.9% | +179.7% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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