+56.7%
TOST vs M
+117.7%
-61.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -3.4% | +4.7% | -8.1% | -4.4% |
| 30D | -2.4% | -9.6% | +7.2% | -0.3% |
| 3M | +34.6% | +0.9% | +33.8% | +33.9% |
| 6M | +15.2% | +22.3% | -7.1% | +9.1% |
| YTD | -4.4% | +6.5% | -10.9% | -7.0% |
| 1Y | -17.4% | +38.8% | -56.2% | -25.0% |
| All | +56.7% | +117.7% | -61.0% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling