+107.0%
C vs TOST
-46.1%
+153.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.9% |
| 7D | -5.3% | +11.6% | -16.9% | -6.9% |
| 30D | -7.3% | +16.2% | -23.6% | -9.6% |
| 3M | -13.5% | +1.0% | -14.5% | -13.8% |
| 6M | -6.5% | +23.2% | -29.7% | -10.2% |
| YTD | +3.6% | -1.0% | +4.6% | +2.4% |
| 1Y | +18.9% | -9.9% | +28.8% | +19.1% |
| 3Y | +205.0% | +101.0% | +103.9% | +170.1% |
| 5Y | +109.4% | -40.4% | +149.8% | +79.7% |
| All | +107.0% | -46.1% | +153.1% | +79.1% |
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