-63.4%
TEAM vs TOST
-47.1%
-16.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.7% |
| 7D | -22.2% | +3.0% | -25.2% | -23.3% |
| 30D | -28.1% | +10.3% | -38.4% | -31.7% |
| 3M | -2.2% | -3.3% | +1.1% | -1.3% |
| 6M | +62.2% | +37.8% | +24.4% | +38.3% |
| YTD | -8.4% | -2.8% | -5.6% | -7.6% |
| 1Y | -6.6% | -9.6% | +3.0% | -2.9% |
| 3Y | -15.7% | +144.6% | -160.4% | -49.2% |
| 5Y | -65.7% | -31.0% | -34.8% | -73.3% |
| All | -63.4% | -47.1% | -16.3% | -71.0% |
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