+49.5%
TMUS vs TOST
-48.0%
+97.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +0.1% | -3.4% | +3.5% | +0.3% |
| 30D | +5.3% | -2.4% | +7.7% | +5.4% |
| 3M | +3.1% | +34.6% | -31.5% | +0.9% |
| 6M | -16.5% | +15.2% | -31.7% | -17.6% |
| YTD | -9.2% | -4.4% | -4.8% | -9.2% |
| 1Y | -26.5% | -17.4% | -9.1% | -25.8% |
| 3Y | +39.0% | +54.5% | -15.4% | +30.8% |
| All | +49.5% | -48.0% | +97.4% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling