+48.7%
TMUS vs TOST
-36.3%
+85.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +9.5% | +3.0% | +6.5% | +9.2% |
| 30D | +13.8% | +10.3% | +3.5% | +12.9% |
| 3M | -4.6% | -3.3% | -1.3% | -4.4% |
| 6M | -11.7% | +37.8% | -49.5% | -14.0% |
| YTD | -15.4% | -2.8% | -12.6% | -15.6% |
| 1Y | -16.1% | -9.6% | -6.5% | -15.9% |
| 3Y | +20.5% | +144.6% | -124.2% | +7.8% |
| 5Y | +48.7% | -31.0% | +79.7% | +43.8% |
| All | +48.7% | -36.3% | +85.0% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling