+108.1%
C vs TOST
-46.9%
+154.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | -2.4% | +9.4% | -11.8% | -3.8% |
| 30D | -6.0% | +13.5% | -19.5% | -7.9% |
| 3M | -10.5% | -0.1% | -10.4% | -10.8% |
| 6M | -5.7% | +22.5% | -28.2% | -9.4% |
| YTD | +4.1% | -2.4% | +6.5% | +3.1% |
| 1Y | +20.5% | -4.7% | +25.2% | +19.7% |
| 3Y | +208.1% | +103.2% | +104.9% | +172.7% |
| 5Y | +110.4% | -41.2% | +151.7% | +81.0% |
| All | +108.1% | -46.9% | +154.9% | +80.4% |
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 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