-43.4%
TOST vs COMP
-28.0%
-15.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.7% | -2.2% | +3.0% |
| 7D | +10.7% | +9.5% | +1.3% | +7.5% |
| 30D | +17.7% | +8.1% | +9.7% | +14.6% |
| 3M | +4.6% | -16.3% | +20.9% | +9.9% |
| 6M | +20.3% | +42.2% | -21.9% | +3.9% |
| YTD | -0.4% | -5.0% | +4.6% | -3.6% |
| 1Y | -0.8% | +20.1% | -20.9% | -11.5% |
| 3Y | +102.2% | +358.4% | -256.2% | -5.5% |
| 5Y | -41.3% | -21.9% | -19.4% | -46.5% |
| All | -43.4% | -28.0% | -15.4% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling