+1.5%
HYG vs TOST
-9.1%
+10.6%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +0.3% | +3.0% | -2.7% | +0.2% |
| 30D | +0.5% | +10.3% | -9.8% | +0.3% |
| 3M | -1.4% | -3.3% | +1.9% | -1.4% |
| 6M | -0.8% | +37.8% | -38.6% | -1.4% |
| YTD | +0.6% | -2.8% | +3.4% | +0.5% |
| All | +1.5% | -9.1% | +10.6% | +1.6% |
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