+50.3%
TER vs TOST
-10.2%
+60.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.0% |
| 7D | +5.9% | -3.6% | +9.5% | +4.9% |
| 30D | -30.8% | +8.9% | -39.6% | -29.0% |
| 3M | -29.9% | -2.2% | -27.7% | -29.5% |
| 6M | -27.5% | +41.0% | -68.4% | -23.1% |
| YTD | +37.5% | -4.0% | +41.4% | +43.4% |
| 1Y | +50.3% | -9.6% | +59.9% | +61.5% |
| All | +50.3% | -10.2% | +60.5% | +61.5% |
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 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