-58.4%
TEAM vs TOST
-41.7%
-16.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -10.2% | +11.6% | -21.8% | -15.4% |
| 30D | -5.5% | +16.2% | -21.7% | -12.9% |
| 3M | +61.7% | +1.0% | +60.7% | +59.2% |
| 6M | +98.5% | +23.2% | +75.3% | +76.2% |
| YTD | +13.0% | -1.0% | +14.0% | +12.7% |
| 1Y | +13.5% | -9.9% | +23.4% | +18.0% |
| 3Y | +3.6% | +101.0% | -97.4% | -33.3% |
| 5Y | -58.4% | -40.4% | -18.0% | -64.7% |
| All | -58.4% | -41.7% | -16.7% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling