+5.6%
LOW vs TOST
-38.4%
+44.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +7.4% | +9.4% | -2.0% | +5.9% |
| 30D | +24.5% | +13.5% | +11.0% | +21.9% |
| 3M | +3.5% | -0.1% | +3.6% | +3.3% |
| 6M | -2.6% | +22.5% | -25.0% | -6.3% |
| YTD | -4.8% | -2.4% | -2.5% | -5.7% |
| 1Y | -0.8% | -4.7% | +3.9% | -1.4% |
| 3Y | +22.8% | +103.2% | -80.4% | +3.7% |
| All | +5.6% | -38.4% | +44.1% | -7.8% |
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 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