-44.8%
TOST vs M
+39.7%
-84.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +3.0% | +5.0% | -2.1% | +1.1% |
| 30D | +10.3% | +10.6% | -0.4% | +6.3% |
| 3M | -3.3% | +1.6% | -4.9% | -4.2% |
| 6M | +37.8% | +30.8% | +7.0% | +24.3% |
| YTD | -2.8% | +16.9% | -19.7% | -10.2% |
| 1Y | -9.6% | +26.3% | -35.8% | -19.0% |
| 3Y | +144.6% | +158.6% | -14.0% | +48.1% |
| 5Y | -31.0% | +2.1% | -33.1% | -45.6% |
| All | -44.8% | +39.7% | -84.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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