-44.5%
TOST vs P
+275.9%
-320.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.4% |
| 7D | +9.4% | -23.8% | +33.2% | +17.0% |
| 30D | +13.5% | -36.6% | +50.1% | +27.1% |
| 3M | -0.1% | +10.9% | -11.0% | -7.5% |
| 6M | +22.5% | +30.0% | -7.5% | +4.1% |
| YTD | -2.4% | +44.4% | -46.7% | -21.7% |
| 1Y | -4.7% | +3.9% | -8.6% | -16.3% |
| 3Y | +103.2% | +176.6% | -73.4% | -11.9% |
| 5Y | -41.2% | +249.3% | -290.5% | -78.0% |
| All | -44.5% | +275.9% | -320.4% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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