+33.6%
MMM vs TOST
-48.0%
+81.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -3.3% | -3.4% | +0.1% | -2.9% |
| 30D | -7.0% | -2.4% | -4.6% | -6.8% |
| 3M | +10.8% | +34.6% | -23.8% | +6.2% |
| 6M | +5.8% | +15.2% | -9.4% | +3.0% |
| YTD | +6.8% | -4.4% | +11.2% | +6.4% |
| 1Y | +10.4% | -17.4% | +27.8% | +12.0% |
| 3Y | +104.7% | +54.5% | +50.2% | +87.8% |
| All | +33.6% | -48.0% | +81.5% | +23.5% |
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