-65.3%
TEAM vs TOST
-38.4%
-26.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -1.4% | -14.8% | -15.4% |
| 7D | -19.8% | +9.4% | -29.3% | -23.6% |
| 30D | -21.5% | +13.5% | -35.0% | -26.7% |
| 3M | +39.5% | -0.1% | +39.6% | +38.3% |
| 6M | +73.1% | +22.5% | +50.6% | +54.3% |
| YTD | -5.2% | -2.4% | -2.9% | -4.7% |
| 1Y | -1.6% | -4.7% | +3.1% | -0.2% |
| 3Y | -11.4% | +103.2% | -114.7% | -43.3% |
| All | -65.3% | -38.4% | -26.9% | -69.3% |
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