-40.4%
TOST vs REPL
-40.1%
-0.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | +11.6% | +15.1% | -3.5% | +11.0% |
| 30D | +16.2% | +51.1% | -34.9% | +14.3% |
| 3M | +1.0% | +69.2% | -68.2% | -1.2% |
| 6M | +23.2% | +597.6% | -574.4% | +8.4% |
| YTD | -1.0% | +106.0% | -107.0% | -9.3% |
| 1Y | -9.9% | +133.3% | -143.2% | -18.3% |
| 3Y | +101.0% | +41.0% | +60.0% | +47.0% |
| 5Y | -40.4% | -40.1% | -0.3% | -56.0% |
| All | -40.4% | -40.1% | -0.3% | -56.0% |
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