-8.7%
TOST vs A
+16.6%
-25.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | +8.5% | +0.8% | +7.7% | +8.0% |
| 3M | -1.6% | +16.9% | -18.5% | -6.8% |
| 6M | +44.1% | +53.8% | -9.7% | +22.4% |
| YTD | -5.6% | +28.1% | -33.7% | -10.3% |
| All | -8.7% | +16.6% | -25.3% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling