+44.9%
C vs TOST
-20.0%
+64.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -3.4% | +7.0% | +4.2% |
| 30D | +0.1% | -2.4% | +2.5% | +0.4% |
| 3M | +2.4% | +34.6% | -32.2% | -3.2% |
| 6M | +24.9% | +15.2% | +9.7% | +21.0% |
| YTD | +19.8% | -4.4% | +24.2% | +17.9% |
| 1Y | +44.9% | -17.4% | +62.3% | +45.4% |
| All | +44.9% | -20.0% | +64.9% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling