+1.2%
TMO vs TOST
-50.3%
+51.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +0.8% |
| 7D | -0.5% | -4.7% | +4.2% | +0.2% |
| 30D | +1.0% | -9.1% | +10.1% | +2.3% |
| 3M | +22.7% | +29.8% | -7.1% | +17.9% |
| 6M | +19.0% | +10.0% | +9.0% | +16.7% |
| YTD | +4.7% | -8.6% | +13.4% | +5.0% |
| 1Y | +26.0% | -20.7% | +46.7% | +28.4% |
| 3Y | +18.0% | +55.7% | -37.7% | +6.4% |
| All | +1.2% | -50.3% | +51.5% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling