+31.0%
F vs TOST
-20.0%
+51.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +5.3% | -3.4% | +8.7% | +5.6% |
| 30D | +4.6% | -2.4% | +7.0% | +4.7% |
| 3M | -3.7% | +34.6% | -38.3% | -5.8% |
| 6M | +16.8% | +15.2% | +1.6% | +14.9% |
| YTD | +15.3% | -4.4% | +19.7% | +16.0% |
| 1Y | +31.0% | -17.4% | +48.4% | +33.1% |
| All | +31.0% | -20.0% | +51.0% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling