+107.3%
META vs TOST
+55.9%
+51.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -3.4% | +10.1% | +7.6% |
| 30D | +4.8% | -2.4% | +7.2% | +5.3% |
| 3M | -1.6% | +34.6% | -36.2% | -8.5% |
| 6M | -7.5% | +15.2% | -22.7% | -11.4% |
| YTD | -6.4% | -4.4% | -2.0% | -6.8% |
| 1Y | -17.3% | -17.4% | +0.1% | -15.0% |
| All | +107.3% | +55.9% | +51.3% | +96.8% |
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