+20.6%
LOW vs TOST
-46.1%
+66.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +9.6% | +11.6% | -2.0% | +7.8% |
| 30D | +24.5% | +16.2% | +8.3% | +21.6% |
| 3M | +4.0% | +1.0% | +2.9% | +3.7% |
| 6M | +2.2% | +23.2% | -21.0% | -1.8% |
| YTD | -3.7% | -1.0% | -2.7% | -4.8% |
| 1Y | -0.9% | -9.9% | +9.0% | -0.6% |
| 3Y | +23.8% | +101.0% | -77.2% | +5.5% |
| 5Y | +6.6% | -40.4% | +47.0% | -7.8% |
| All | +20.6% | -46.1% | +66.7% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling