+46.1%
T vs TOST
-46.7%
+92.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.7% | +4.0% | -2.4% | +1.5% |
| 30D | -1.7% | +11.1% | -12.8% | -2.2% |
| 3M | -7.3% | +0.8% | -8.2% | -7.4% |
| 6M | -11.2% | +38.8% | -50.0% | -12.6% |
| YTD | -8.1% | -2.1% | -6.0% | -8.2% |
| 1Y | -8.0% | -6.0% | -2.0% | -8.0% |
| 3Y | +62.1% | +149.8% | -87.7% | +51.6% |
| 5Y | +55.7% | -42.8% | +98.5% | +47.3% |
| All | +46.1% | -46.7% | +92.8% | +38.4% |
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