+33.9%
TER vs TOST
-6.7%
+40.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.4% | +12.8% |
| 7D | -5.8% | +4.0% | -9.8% | -4.7% |
| 30D | -38.9% | +11.1% | -50.0% | -37.1% |
| 3M | -35.1% | +0.8% | -36.0% | -34.3% |
| 6M | -31.6% | +38.8% | -70.4% | -27.4% |
| YTD | +27.2% | -2.1% | +29.3% | +33.4% |
| All | +33.9% | -6.7% | +40.6% | +45.9% |
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