+199.8%
TER vs TOST
-20.0%
+219.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.4% | +5.5% |
| 7D | +0.6% | -3.4% | +4.0% | 0.0% |
| 30D | -8.3% | -2.4% | -5.9% | -8.5% |
| 3M | -12.2% | +34.6% | -46.9% | -9.1% |
| 6M | +17.0% | +15.2% | +1.8% | +20.2% |
| YTD | +84.6% | -4.4% | +89.0% | +89.7% |
| 1Y | +199.8% | -17.4% | +217.2% | +181.9% |
| All | +199.8% | -20.0% | +219.9% | +181.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling