+151.2%
B vs TOST
-46.9%
+198.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +9.6% | +9.4% | +0.2% | +8.8% |
| 30D | +3.5% | +13.5% | -10.0% | +2.5% |
| 3M | -1.6% | -0.1% | -1.4% | -1.7% |
| 6M | -1.7% | +22.5% | -24.1% | -3.7% |
| YTD | -5.3% | -2.4% | -3.0% | -5.7% |
| 1Y | +27.2% | -4.7% | +31.9% | +26.9% |
| 3Y | +166.1% | +103.2% | +62.9% | +145.7% |
| 5Y | +136.5% | -41.2% | +177.7% | +114.8% |
| All | +151.2% | -46.9% | +198.1% | +130.8% |
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