+161.8%
B vs TOST
-46.7%
+208.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.2% |
| 7D | +11.3% | +4.0% | +7.3% | +11.0% |
| 30D | +2.9% | +11.1% | -8.1% | +2.1% |
| 3M | -2.9% | +0.8% | -3.7% | -3.0% |
| 6M | -1.2% | +38.8% | -40.0% | -4.0% |
| YTD | -1.3% | -2.1% | +0.8% | -1.8% |
| 1Y | +30.4% | -6.0% | +36.4% | +30.2% |
| 3Y | +195.3% | +149.8% | +45.5% | +169.3% |
| 5Y | +146.2% | -42.8% | +189.0% | +123.9% |
| All | +161.8% | -46.7% | +208.5% | +140.4% |
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