+3.7%
HYG vs TOST
-20.5%
+24.2%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | -0.2% | -4.7% | +4.5% | -0.1% |
| 30D | -0.1% | -9.1% | +9.0% | +0.1% |
| 3M | +0.7% | +29.8% | -29.1% | +0.2% |
| 6M | +1.5% | +10.0% | -8.5% | +1.2% |
| YTD | +1.9% | -8.6% | +10.6% | +2.0% |
| 1Y | +3.7% | -20.7% | +24.4% | +4.0% |
| All | +3.7% | -20.5% | +24.2% | +4.0% |
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