+3.7%
F vs TOST
+2.2%
+1.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.4% |
| 7D | +6.0% | +10.7% | -4.7% | +5.0% |
| 30D | +4.3% | +17.7% | -13.5% | +2.7% |
| 3M | -10.1% | +4.6% | -14.7% | -10.7% |
| 6M | +12.8% | +20.3% | -7.5% | +10.4% |
| YTD | -0.1% | -0.4% | +0.3% | +0.2% |
| 1Y | +3.7% | -0.8% | +4.4% | +3.7% |
| All | +3.7% | +2.2% | +1.5% | +3.7% |
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