+118.0%
C vs TOST
-45.8%
+163.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.8% |
| 7D | +1.1% | +10.7% | -9.7% | -0.6% |
| 30D | -2.4% | +17.7% | -20.2% | -5.0% |
| 3M | -8.4% | +4.6% | -13.0% | -9.2% |
| 6M | +0.3% | +20.3% | -19.9% | -3.3% |
| YTD | +9.1% | -0.4% | +9.5% | +7.7% |
| 1Y | +26.0% | -0.8% | +26.8% | +24.3% |
| 3Y | +221.2% | +102.2% | +118.9% | +184.2% |
| 5Y | +120.4% | -41.3% | +161.8% | +89.0% |
| All | +118.0% | -45.8% | +163.8% | +88.4% |
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 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