+207.6%
TER vs TOST
-48.0%
+255.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.6% | -3.4% | +4.0% | +1.5% |
| 30D | -8.3% | -2.4% | -5.8% | -8.0% |
| 3M | -12.2% | +34.6% | -46.8% | -19.3% |
| 6M | +17.1% | +15.2% | +1.9% | +10.5% |
| YTD | +84.7% | -4.4% | +89.1% | +81.4% |
| 1Y | +199.9% | -17.4% | +217.3% | +205.0% |
| 3Y | +232.8% | +54.5% | +178.3% | +172.6% |
| All | +207.6% | -48.0% | +255.6% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling