-5.5%
TOST vs M
+24.3%
-29.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +3.2% |
| 7D | 0.0% | +7.0% | -7.0% | -1.1% |
| 30D | +16.2% | +8.9% | +7.3% | +14.7% |
| 3M | -1.5% | +4.5% | -6.0% | -2.6% |
| 6M | +55.3% | +36.2% | +19.1% | +52.9% |
| YTD | -2.3% | +15.1% | -17.5% | -3.9% |
| 1Y | -5.5% | +27.4% | -33.0% | -11.2% |
| All | -5.5% | +24.3% | -29.8% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling