+56.7%
TOST vs P
+158.6%
-101.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.4% | +6.5% | -10.0% | -4.4% |
| 30D | -2.4% | +18.8% | -21.3% | -5.6% |
| 3M | +34.6% | +26.7% | +7.9% | +28.0% |
| 6M | +15.2% | +62.2% | -47.0% | +3.2% |
| YTD | -4.4% | +48.5% | -52.9% | -13.4% |
| 1Y | -17.4% | +26.4% | -43.8% | -24.5% |
| All | +56.7% | +158.6% | -101.9% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling