-44.5%
TOST vs COMP
-26.8%
-17.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -4.8% |
| 7D | +9.4% | +13.4% | -4.0% | +4.7% |
| 30D | +13.5% | +11.1% | +2.4% | +9.1% |
| 3M | -0.1% | -18.8% | +18.7% | +5.6% |
| 6M | +22.5% | +10.5% | +12.0% | +16.0% |
| YTD | -2.4% | -3.4% | +1.0% | -6.4% |
| 1Y | -4.7% | +19.7% | -24.4% | -15.3% |
| 3Y | +103.2% | +381.6% | -278.4% | -7.1% |
| 5Y | -41.2% | -17.6% | -23.6% | -47.2% |
| All | -44.5% | -26.8% | -17.8% | -49.7% |
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