+88.0%
TER vs TOST
-46.9%
+134.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | -20.5% | +9.4% | -29.9% | -22.3% |
| 30D | -47.0% | +13.5% | -60.5% | -48.8% |
| 3M | -43.3% | -0.1% | -43.1% | -43.8% |
| 6M | -42.9% | +22.5% | -65.4% | -47.2% |
| YTD | +12.9% | -2.4% | +15.2% | +9.5% |
| 1Y | +18.2% | -4.7% | +22.9% | +15.3% |
| 3Y | +151.8% | +103.2% | +48.6% | +90.9% |
| 5Y | +54.2% | -41.2% | +95.5% | +29.9% |
| All | +88.0% | -46.9% | +134.9% | +59.7% |
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 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