-44.8%
TOST vs COMP
-28.3%
-16.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | +1.6% |
| 7D | +3.0% | +7.2% | -4.2% | +0.1% |
| 30D | +10.3% | +6.4% | +3.9% | +7.3% |
| 3M | -3.3% | -19.4% | +16.2% | +2.3% |
| 6M | +37.8% | +14.6% | +23.2% | +28.9% |
| YTD | -2.8% | -5.5% | +2.7% | -6.3% |
| 1Y | -9.6% | +13.7% | -23.2% | -18.4% |
| 3Y | +144.6% | +409.7% | -265.0% | +9.0% |
| 5Y | -31.0% | -17.0% | -13.9% | -38.5% |
| All | -44.8% | -28.3% | -16.4% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling