-44.8%
TOST vs A
+7.2%
-52.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | +3.0% | +1.4% | +1.6% | +1.9% |
| 30D | +10.3% | +4.3% | +5.9% | +6.7% |
| 3M | -3.3% | +19.8% | -23.1% | -15.5% |
| 6M | +37.8% | +54.4% | -16.6% | -1.4% |
| YTD | -2.8% | +31.7% | -34.5% | -22.0% |
| 1Y | -9.6% | +22.4% | -32.0% | -23.4% |
| 3Y | +144.6% | +67.7% | +77.0% | +43.5% |
| 5Y | -31.0% | +15.7% | -46.7% | -39.2% |
| All | -44.8% | +7.2% | -52.0% | -48.2% |
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