+121.7%
B vs TOST
-36.3%
+157.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.4% | -6.0% |
| 7D | +7.1% | +3.0% | +4.2% | +6.9% |
| 30D | -3.3% | +10.3% | -13.6% | -4.2% |
| 3M | -2.5% | -3.3% | +0.7% | -2.4% |
| 6M | -7.2% | +37.8% | -45.0% | -10.1% |
| YTD | -7.4% | -2.8% | -4.6% | -7.8% |
| 1Y | +16.4% | -9.6% | +26.0% | +16.7% |
| 3Y | +178.7% | +144.6% | +34.1% | +151.5% |
| 5Y | +121.7% | -31.0% | +152.7% | +114.8% |
| All | +121.7% | -36.3% | +157.9% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling