-43.8%
TOST vs REPL
-38.7%
-5.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 3M | +1.0% | +69.2% | -68.2% | -1.3% |
| 6M | +23.2% | +597.6% | -574.4% | +7.8% |
| YTD | -1.0% | +106.0% | -107.0% | -9.6% |
| 1Y | -9.9% | +133.3% | -143.2% | -18.7% |
| 3Y | +101.0% | +41.0% | +60.0% | +45.1% |
| 5Y | -40.4% | -40.1% | -0.3% | -47.7% |
| All | -43.8% | -38.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling