-40.6%
TOST vs A
+15.4%
-55.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.5% |
| 7D | +9.4% | -0.1% | +9.5% | +9.3% |
| 30D | +13.5% | +3.4% | +10.1% | +10.6% |
| 3M | -0.1% | +23.8% | -24.0% | -14.8% |
| 6M | +22.5% | +49.0% | -26.5% | -9.8% |
| YTD | -2.4% | +29.4% | -31.8% | -20.6% |
| 1Y | -4.7% | +19.4% | -24.1% | -17.8% |
| 3Y | +103.2% | +66.2% | +37.0% | +19.6% |
| All | -40.6% | +15.4% | -55.9% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling