-5.8%
LOW vs TOST
+55.9%
-61.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.7% | -3.4% | +1.7% | -1.2% |
| 30D | -7.0% | -2.4% | -4.6% | -6.7% |
| 3M | -0.9% | +34.6% | -35.5% | -5.6% |
| 6M | -20.1% | +15.2% | -35.3% | -22.5% |
| YTD | -13.9% | -4.4% | -9.5% | -14.2% |
| 1Y | -21.1% | -17.4% | -3.7% | -19.6% |
| All | -5.8% | +55.9% | -61.7% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling