-43.8%
TOST vs A
+3.5%
-47.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +1.4% |
| 7D | +11.6% | -5.2% | +16.8% | +15.4% |
| 30D | +16.2% | +1.4% | +14.8% | +14.7% |
| 3M | +1.0% | +21.9% | -20.9% | -12.9% |
| 6M | +23.2% | +46.7% | -23.5% | -8.3% |
| YTD | -1.0% | +27.2% | -28.2% | -18.6% |
| 1Y | -9.9% | +17.9% | -27.8% | -21.7% |
| 3Y | +101.0% | +61.1% | +39.9% | +21.7% |
| 5Y | -40.4% | +13.8% | -54.2% | -47.0% |
| All | -43.8% | +3.5% | -47.3% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling