+106.1%
TOST vs ALL
+115.1%
-9.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +11.6% | +4.2% | +7.4% | +10.4% |
| 30D | +16.2% | +18.9% | -2.7% | +10.7% |
| 3M | +1.0% | +1.2% | -0.2% | +0.6% |
| 6M | +23.2% | +23.2% | 0.0% | +16.6% |
| YTD | -1.0% | +30.0% | -31.0% | -7.9% |
| 1Y | -9.9% | +39.6% | -49.5% | -18.1% |
| All | +106.1% | +115.1% | -9.0% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling