-44.4%
TOST vs A
+8.6%
-53.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.8% |
| 7D | +4.0% | +4.8% | -0.7% | +0.8% |
| 30D | +11.1% | +5.6% | +5.4% | +6.6% |
| 3M | +0.8% | +23.6% | -22.8% | -13.7% |
| 6M | +38.8% | +56.4% | -17.6% | -1.5% |
| YTD | -2.1% | +33.4% | -35.5% | -22.1% |
| 1Y | -6.0% | +23.7% | -29.7% | -20.9% |
| 3Y | +149.8% | +71.0% | +78.8% | +44.2% |
| 5Y | -42.8% | +16.8% | -59.6% | -49.8% |
| All | -44.4% | +8.6% | -53.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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