-19.1%
TMUS vs TOST
-7.5%
-11.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.7% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +7.7% | +16.2% | -8.5% | +7.5% |
| 3M | -6.8% | -1.5% | -5.3% | -6.8% |
| 6M | -9.7% | +55.3% | -65.0% | -7.9% |
| YTD | -15.0% | -2.3% | -12.6% | -13.1% |
| 1Y | -19.1% | -5.5% | -13.6% | -17.5% |
| All | -19.1% | -7.5% | -11.6% | -17.5% |
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 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