+59.6%
T vs TOST
+96.7%
-37.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +1.0% | +9.4% | -8.4% | +0.8% |
| 30D | -10.6% | +13.5% | -24.1% | -10.8% |
| 3M | -7.7% | -0.1% | -7.6% | -7.8% |
| 6M | -13.3% | +22.5% | -35.8% | -13.6% |
| YTD | -8.8% | -2.4% | -6.4% | -8.5% |
| 1Y | -8.4% | -4.7% | -3.7% | -8.1% |
| 3Y | +59.6% | +103.2% | -43.6% | +57.6% |
| All | +59.6% | +96.7% | -37.0% | +57.6% |
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