+111.9%
TER vs TOST
-46.7%
+158.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.4% | +12.7% |
| 7D | -5.8% | +4.0% | -9.8% | -6.7% |
| 30D | -38.9% | +11.1% | -50.0% | -40.6% |
| 3M | -35.1% | +0.8% | -36.0% | -35.9% |
| 6M | -31.6% | +38.8% | -70.4% | -38.3% |
| YTD | +27.2% | -2.1% | +29.3% | +23.4% |
| 1Y | +35.2% | -6.0% | +41.2% | +32.5% |
| 3Y | +192.8% | +149.8% | +43.0% | +110.9% |
| 5Y | +72.4% | -42.8% | +115.2% | +45.5% |
| All | +111.9% | -46.7% | +158.7% | +79.9% |
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 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