+149.9%
B vs TOST
-46.1%
+196.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +4.3% | +11.6% | -7.3% | +3.4% |
| 30D | -0.9% | +16.2% | -17.2% | -2.1% |
| 3M | -1.4% | +1.0% | -2.4% | -1.6% |
| 6M | +5.0% | +23.2% | -18.2% | +2.8% |
| YTD | -5.8% | -1.0% | -4.9% | -6.4% |
| 1Y | +25.6% | -9.9% | +35.5% | +25.8% |
| 3Y | +161.6% | +101.0% | +60.6% | +141.6% |
| 5Y | +135.2% | -40.4% | +175.6% | +113.4% |
| All | +149.9% | -46.1% | +196.0% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling