-61.9%
TEAM vs TOST
-46.7%
-15.2%
-87.5%
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% | +0.6% |
| 7D | -17.2% | +4.0% | -21.2% | -18.8% |
| 30D | -25.1% | +11.1% | -36.1% | -29.1% |
| 3M | +3.9% | +0.8% | +3.1% | +2.6% |
| 6M | +69.1% | +38.8% | +30.3% | +43.6% |
| YTD | -4.5% | -2.1% | -2.4% | -4.1% |
| 1Y | -1.9% | -6.0% | +4.2% | +0.2% |
| 3Y | -9.3% | +149.8% | -159.1% | -45.9% |
| 5Y | -65.2% | -42.8% | -22.4% | -72.6% |
| All | -61.9% | -46.7% | -15.2% | -69.9% |
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 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