-40.6%
TOST vs REPL
-35.6%
-5.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.0% | -9.4% | -1.7% |
| 7D | +9.4% | +22.8% | -13.3% | +8.6% |
| 30D | +13.5% | +63.8% | -50.3% | +11.2% |
| 3M | -0.1% | +68.1% | -68.3% | -2.3% |
| 6M | +22.5% | +528.5% | -506.0% | +8.7% |
| YTD | -2.4% | +122.4% | -124.8% | -10.8% |
| 1Y | -4.7% | +154.4% | -159.1% | -13.9% |
| 3Y | +103.2% | +68.0% | +35.2% | +42.0% |
| All | -40.6% | -35.6% | -5.0% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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