+113.2%
C vs TOST
-46.7%
+159.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -0.9% | +4.0% | -5.0% | -1.5% |
| 30D | -5.4% | +11.1% | -16.5% | -7.0% |
| 3M | -9.2% | +0.8% | -10.0% | -9.5% |
| 6M | -1.8% | +38.8% | -40.6% | -7.3% |
| YTD | +6.7% | -2.1% | +8.8% | +5.6% |
| 1Y | +23.5% | -6.0% | +29.5% | +23.0% |
| 3Y | +219.8% | +149.8% | +70.0% | +176.6% |
| 5Y | +112.4% | -42.8% | +155.2% | +82.5% |
| All | +113.2% | -46.7% | +159.9% | +84.7% |
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