-11.4%
F vs TOST
-41.7%
+30.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +1.4% | +11.6% | -10.2% | -1.0% |
| 30D | +2.0% | +16.2% | -14.2% | -1.3% |
| 3M | -10.4% | +1.0% | -11.4% | -10.8% |
| 6M | +9.7% | +23.2% | -13.5% | +3.7% |
| YTD | -1.2% | -1.0% | -0.2% | -2.8% |
| 1Y | 0.0% | -9.9% | +9.9% | +0.3% |
| 3Y | +41.1% | +101.0% | -59.9% | +11.0% |
| 5Y | -11.4% | -40.4% | +29.0% | -27.3% |
| All | -11.4% | -41.7% | +30.3% | -27.3% |
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