+107.3%
TOST vs COMP
+346.2%
-238.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.7% | -2.2% | +3.8% |
| 7D | +10.7% | +9.5% | +1.3% | +8.6% |
| 30D | +17.7% | +8.1% | +9.7% | +15.6% |
| 3M | +4.6% | -16.3% | +20.9% | +8.0% |
| 6M | +20.3% | +42.2% | -21.9% | +10.0% |
| YTD | -0.4% | -5.0% | +4.6% | -1.6% |
| 1Y | -0.8% | +20.1% | -20.9% | -6.7% |
| All | +107.3% | +346.2% | -238.9% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling