-42.8%
TOST vs M
-2.8%
-40.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.8% | -2.6% |
| 7D | +4.0% | +2.5% | +1.5% | +2.8% |
| 30D | +11.1% | +10.1% | +1.0% | +7.0% |
| 3M | +0.8% | -0.9% | +1.8% | +0.7% |
| 6M | +38.8% | +30.2% | +8.6% | +24.2% |
| YTD | -2.1% | +16.3% | -18.4% | -10.1% |
| 1Y | -6.0% | +27.0% | -33.0% | -16.9% |
| 3Y | +149.8% | +154.5% | -4.7% | +43.0% |
| 5Y | -42.8% | -1.1% | -41.7% | -54.7% |
| All | -42.8% | -2.8% | -40.0% | -54.7% |
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