+109.4%
C vs TOST
-41.7%
+151.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.9% |
| 7D | -5.3% | +11.6% | -16.9% | -7.0% |
| 30D | -7.3% | +16.2% | -23.6% | -9.7% |
| 3M | -13.5% | +1.0% | -14.5% | -13.8% |
| 6M | -6.5% | +23.2% | -29.7% | -10.3% |
| YTD | +3.6% | -1.0% | +4.6% | +2.3% |
| 1Y | +18.9% | -9.9% | +28.8% | +19.1% |
| 3Y | +205.0% | +101.0% | +103.9% | +168.0% |
| 5Y | +109.4% | -40.4% | +149.8% | +80.2% |
| All | +109.4% | -41.7% | +151.1% | +80.2% |
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 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