-43.4%
TOST vs P
+334.2%
-377.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.0% | +10.5% | +6.9% |
| 7D | +10.7% | -19.4% | +30.1% | +17.1% |
| 30D | +17.7% | -22.3% | +40.1% | +25.0% |
| 3M | +4.6% | +33.2% | -28.6% | -7.6% |
| 6M | +20.3% | +53.6% | -33.4% | -2.1% |
| YTD | -0.4% | +66.8% | -67.2% | -22.8% |
| 1Y | -0.8% | +17.5% | -18.3% | -15.0% |
| 3Y | +102.2% | +219.7% | -117.5% | -15.4% |
| 5Y | -41.3% | +307.8% | -349.1% | -79.0% |
| All | -43.4% | +334.2% | -377.6% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling