+145.5%
TER vs TOST
+99.4%
+46.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.6% | -15.1% |
| 7D | -28.2% | +11.6% | -39.8% | -29.5% |
| 30D | -50.6% | +16.2% | -66.8% | -51.9% |
| 3M | -45.3% | +1.0% | -46.4% | -45.7% |
| 6M | -40.4% | +23.2% | -63.6% | -43.9% |
| YTD | +10.0% | -1.0% | +11.0% | +8.7% |
| 1Y | +13.6% | -9.9% | +23.5% | +15.6% |
| All | +145.5% | +99.4% | +46.0% | +87.2% |
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