+23.2%
TOST vs A
+49.4%
-26.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | +11.6% | -5.2% | +16.8% | +12.9% |
| 30D | +16.2% | +1.4% | +14.8% | +15.7% |
| 3M | +1.0% | +21.9% | -20.9% | -4.0% |
| 6M | +23.2% | +46.7% | -23.5% | +10.3% |
| All | +23.2% | +49.4% | -26.2% | +10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling