+19.1%
HYG vs TOST
-49.0%
+68.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +0.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -0.1% | -3.5% | +3.4% | +0.1% |
| 3M | +1.0% | +38.1% | -37.2% | -1.1% |
| 6M | +2.3% | +9.9% | -7.6% | +1.4% |
| YTD | +2.1% | -6.3% | +8.4% | +2.1% |
| 1Y | +3.8% | -18.3% | +22.1% | +4.5% |
| 3Y | +26.7% | +59.7% | -33.0% | +20.2% |
| All | +19.1% | -49.0% | +68.1% | +12.2% |
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