+101.4%
META vs TOST
+100.6%
+0.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.0% | +0.2% |
| 7D | +2.9% | +10.7% | -7.9% | +0.4% |
| 30D | -15.1% | +17.7% | -32.8% | -18.4% |
| 3M | +7.2% | +4.6% | +2.6% | +5.7% |
| 6M | +3.4% | +20.3% | -16.9% | -2.1% |
| YTD | -4.3% | -0.4% | -3.9% | -5.9% |
| 1Y | +0.8% | -0.8% | +1.5% | -1.1% |
| All | +101.4% | +100.6% | +0.8% | +81.3% |
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