-40.6%
TOST vs M
-11.5%
-29.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | +0.3% |
| 7D | +9.4% | -4.3% | +13.7% | +11.1% |
| 30D | +13.5% | +1.3% | +12.2% | +12.8% |
| 3M | -0.1% | -7.4% | +7.2% | +2.3% |
| 6M | +22.5% | +18.3% | +4.1% | +13.5% |
| YTD | -2.4% | +7.6% | -9.9% | -7.6% |
| 1Y | -4.7% | +17.4% | -22.1% | -13.2% |
| 3Y | +103.2% | +108.4% | -5.1% | +28.3% |
| All | -40.6% | -11.5% | -29.1% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling