+200.4%
B vs TOST
+55.9%
+144.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -3.4% | +1.8% | -1.2% |
| 30D | +9.4% | -2.4% | +11.9% | +9.7% |
| 3M | +5.0% | +34.6% | -29.6% | +1.2% |
| 6M | -3.5% | +15.2% | -18.7% | -5.6% |
| YTD | +4.5% | -4.4% | +8.9% | +4.5% |
| 1Y | +67.8% | -17.4% | +85.2% | +70.9% |
| All | +200.4% | +55.9% | +144.5% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling