+20.7%
LOW vs TOST
-48.6%
+69.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +0.1% | -4.7% | +4.8% | +0.9% |
| 30D | +21.3% | +8.5% | +12.8% | +19.7% |
| 3M | +6.0% | -1.6% | +7.6% | +6.2% |
| 6M | +2.6% | +44.1% | -41.5% | -3.5% |
| YTD | -3.6% | -5.6% | +2.0% | -4.0% |
| 1Y | -1.0% | -12.6% | +11.6% | -0.1% |
| 3Y | +24.2% | +137.6% | -113.4% | +3.3% |
| 5Y | +6.3% | -30.4% | +36.7% | -8.1% |
| All | +20.7% | -48.6% | +69.4% | +5.9% |
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