+181.5%
TER vs TOST
+143.6%
+37.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -8.9% | +3.0% | -11.8% | -9.4% |
| 30D | -39.1% | +10.3% | -49.3% | -40.2% |
| 3M | -32.8% | -3.3% | -29.5% | -32.7% |
| 6M | -31.7% | +37.8% | -69.5% | -37.3% |
| YTD | +26.9% | -2.8% | +29.7% | +25.8% |
| 1Y | +33.6% | -9.6% | +43.2% | +35.6% |
| 3Y | +181.5% | +144.6% | +36.9% | +90.0% |
| All | +181.5% | +143.6% | +37.9% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling