+46.3%
T vs TOST
-46.1%
+92.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | +4.3% | +11.6% | -7.3% | +3.8% |
| 30D | -9.7% | +16.2% | -25.9% | -10.3% |
| 3M | -4.3% | +1.0% | -5.3% | -4.4% |
| 6M | -13.7% | +23.2% | -36.9% | -14.6% |
| YTD | -8.0% | -1.0% | -7.0% | -8.2% |
| 1Y | -6.9% | -9.9% | +3.0% | -6.7% |
| 3Y | +59.7% | +101.0% | -41.3% | +51.2% |
| 5Y | +53.4% | -40.4% | +93.8% | +44.9% |
| All | +46.3% | -46.1% | +92.4% | +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 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