+33.4%
TMUS vs TOST
-46.9%
+80.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +3.6% | +9.4% | -5.9% | +2.9% |
| 30D | -3.4% | +13.5% | -16.9% | -4.3% |
| 3M | -9.5% | -0.1% | -9.3% | -9.5% |
| 6M | -15.2% | +22.5% | -37.7% | -16.6% |
| YTD | -18.9% | -2.4% | -16.6% | -19.2% |
| 1Y | -17.7% | -4.7% | -13.0% | -17.8% |
| 3Y | +15.6% | +103.2% | -87.6% | +6.3% |
| 5Y | +38.9% | -41.2% | +80.1% | +26.3% |
| All | +33.4% | -46.9% | +80.3% | +21.2% |
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 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