-21.2%
TMUS vs TOST
+2.2%
-23.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +2.9% |
| 7D | +7.5% | +10.7% | -3.2% | +7.2% |
| 30D | -3.3% | +17.7% | -21.1% | -3.6% |
| 3M | -9.7% | +4.6% | -14.3% | -9.7% |
| 6M | -17.2% | +20.3% | -37.5% | -17.1% |
| YTD | -20.3% | -0.4% | -20.0% | -19.0% |
| 1Y | -21.2% | -0.8% | -20.5% | -19.9% |
| All | -21.2% | +2.2% | -23.4% | -19.9% |
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