+20.9%
LOW vs TOST
-46.9%
+67.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +21.7% | +16.2% | +5.5% | +18.9% |
| 3M | +5.0% | -1.5% | +6.6% | +5.2% |
| 6M | +4.6% | +55.3% | -50.7% | -2.7% |
| YTD | -3.5% | -2.3% | -1.2% | -4.4% |
| 1Y | +0.5% | -5.5% | +6.1% | +0.1% |
| 3Y | +24.8% | +151.1% | -126.3% | +2.9% |
| 5Y | +6.5% | -27.9% | +34.4% | -8.5% |
| All | +20.9% | -46.9% | +67.7% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling