-44.5%
TOST vs A
+4.8%
-49.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | +16.2% | 0.0% | +16.2% | +15.8% |
| 3M | -1.5% | +16.7% | -18.2% | -12.4% |
| 6M | +55.3% | +54.8% | +0.5% | +10.7% |
| YTD | -2.3% | +28.8% | -31.1% | -20.4% |
| 1Y | -5.5% | +19.3% | -24.8% | -18.5% |
| 3Y | +151.1% | +65.5% | +85.6% | +48.0% |
| 5Y | -27.9% | +12.1% | -40.0% | -35.0% |
| All | -44.5% | +4.8% | -49.4% | -47.2% |
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