-40.4%
TOST vs COMP
-28.0%
-12.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.2% | +7.6% | +2.0% |
| 7D | +11.6% | -1.8% | +13.4% | +12.1% |
| 30D | +16.2% | -0.8% | +17.0% | +16.1% |
| 3M | +1.0% | -28.1% | +29.2% | +11.4% |
| 6M | +23.2% | +27.0% | -3.8% | +10.1% |
| YTD | -1.0% | -12.8% | +11.8% | -1.7% |
| 1Y | -9.9% | +4.9% | -14.8% | -16.3% |
| 3Y | +101.0% | +321.0% | -220.0% | -4.4% |
| 5Y | -40.4% | -25.6% | -14.8% | -31.6% |
| All | -40.4% | -28.0% | -12.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling