-45.7%
TOST vs COMP
-20.2%
-25.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | +1.4% | -4.8% | -3.9% |
| 30D | -2.4% | -13.3% | +10.9% | +1.8% |
| 3M | +34.6% | +41.1% | -6.5% | +19.6% |
| 6M | +15.2% | +17.2% | -2.0% | +5.3% |
| YTD | -4.4% | +5.2% | -9.6% | -10.1% |
| 1Y | -17.4% | +18.9% | -36.3% | -26.1% |
| 3Y | +54.5% | +215.9% | -161.5% | -16.4% |
| All | -45.7% | -20.2% | -25.5% | -51.7% |
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 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