+47.2%
MMM vs TOST
-41.7%
+88.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +5.9% | +11.6% | -5.7% | +4.3% |
| 30D | +14.7% | +16.2% | -1.5% | +12.3% |
| 3M | +3.6% | +1.0% | +2.5% | +3.2% |
| 6M | +32.7% | +23.2% | +9.5% | +28.0% |
| YTD | +18.9% | -1.0% | +19.9% | +17.8% |
| 1Y | +16.4% | -9.9% | +26.3% | +16.8% |
| 3Y | +159.8% | +101.0% | +58.8% | +130.8% |
| 5Y | +47.2% | -40.4% | +87.6% | +34.2% |
| All | +47.2% | -41.7% | +88.9% | +34.2% |
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