+32.2%
TMUS vs TOST
-46.1%
+78.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +9.0% | +11.6% | -2.6% | +8.1% |
| 30D | -3.2% | +16.2% | -19.4% | -4.3% |
| 3M | -6.9% | +1.0% | -7.9% | -7.0% |
| 6M | -16.4% | +23.2% | -39.6% | -17.9% |
| YTD | -19.6% | -1.0% | -18.6% | -20.0% |
| 1Y | -19.9% | -9.9% | -10.0% | -19.7% |
| 3Y | +14.5% | +101.0% | -86.5% | +5.3% |
| 5Y | +37.7% | -40.4% | +78.1% | +25.1% |
| All | +32.2% | -46.1% | +78.4% | +20.0% |
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