+47.1%
T vs TOST
-47.1%
+94.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | +2.6% | +3.0% | -0.4% | +2.4% |
| 30D | -1.1% | +10.3% | -11.3% | -1.5% |
| 3M | -7.7% | -3.3% | -4.5% | -7.7% |
| 6M | -10.6% | +37.8% | -48.4% | -12.0% |
| YTD | -7.5% | -2.8% | -4.7% | -7.6% |
| 1Y | -7.4% | -9.6% | +2.2% | -7.2% |
| 3Y | +63.1% | +144.6% | -81.6% | +52.6% |
| 5Y | +55.2% | -31.0% | +86.2% | +46.6% |
| All | +47.1% | -47.1% | +94.2% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling