+61.0%
T vs TOST
+99.4%
-38.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | +4.3% | +11.6% | -7.3% | +4.1% |
| 30D | -9.7% | +16.2% | -25.9% | -9.9% |
| 3M | -4.3% | +1.0% | -5.3% | -4.4% |
| 6M | -13.7% | +23.2% | -36.9% | -14.0% |
| YTD | -8.0% | -1.0% | -7.0% | -7.8% |
| 1Y | -6.9% | -9.9% | +3.0% | -6.5% |
| All | +61.0% | +99.4% | -38.4% | +58.9% |
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