-53.4%
TEAM vs TOST
-48.0%
-5.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -0.4% | -3.4% | +3.0% | +1.2% |
| 30D | +67.3% | -2.4% | +69.7% | +68.5% |
| 3M | +86.8% | +34.6% | +52.2% | +60.9% |
| 6M | +146.8% | +15.2% | +131.6% | +130.4% |
| YTD | +16.9% | -4.4% | +21.3% | +19.2% |
| 1Y | +12.8% | -17.4% | +30.2% | +22.2% |
| 3Y | -7.3% | +54.5% | -61.7% | -30.3% |
| All | -53.4% | -48.0% | -5.4% | -62.6% |
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 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