-40.4%
TOST vs P
+237.3%
-277.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.4% | +15.8% | +4.0% |
| 7D | +11.6% | -31.9% | +43.5% | +23.0% |
| 30D | +16.2% | -36.5% | +52.8% | +29.9% |
| 3M | +1.0% | +11.6% | -10.5% | -6.6% |
| 6M | +23.2% | +25.2% | -2.0% | +6.1% |
| YTD | -1.0% | +39.4% | -40.4% | -19.6% |
| 1Y | -9.9% | -3.7% | -6.2% | -18.5% |
| 3Y | +101.0% | +167.3% | -66.2% | -11.3% |
| 5Y | -40.4% | +237.3% | -277.7% | -77.7% |
| All | -40.4% | +237.3% | -277.7% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling