+90.7%
TOST vs AS
+139.2%
-48.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +4.0% |
| 7D | +10.7% | +13.8% | -3.0% | +6.7% |
| 30D | +17.7% | +16.7% | +1.1% | +12.6% |
| 3M | +4.6% | -11.5% | +16.1% | +8.0% |
| 6M | +20.3% | -5.5% | +25.8% | +21.7% |
| YTD | -0.4% | -14.2% | +13.8% | +3.1% |
| 1Y | -0.8% | +2.1% | -2.8% | -2.5% |
| All | +90.7% | +139.2% | -48.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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