+115.0%
TER vs TOST
-46.9%
+161.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.8% | -6.2% |
| 7D | +14.4% | 0.0% | +14.3% | +14.3% |
| 30D | -30.6% | +16.2% | -46.8% | -33.3% |
| 3M | -39.2% | -1.5% | -37.7% | -39.6% |
| 6M | -31.3% | +55.3% | -86.6% | -39.9% |
| YTD | +29.1% | -2.3% | +31.4% | +25.1% |
| 1Y | +47.4% | -5.5% | +53.0% | +44.1% |
| 3Y | +191.2% | +151.1% | +40.1% | +109.3% |
| 5Y | +74.0% | -27.9% | +101.9% | +43.1% |
| All | +115.0% | -46.9% | +161.8% | +82.5% |
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