-17.4%
TOST vs RF
+16.9%
-34.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.4% | +1.3% | -4.7% | -4.1% |
| 30D | -2.4% | -3.6% | +1.2% | -0.7% |
| 3M | +34.6% | +8.1% | +26.5% | +29.0% |
| 6M | +15.2% | +11.5% | +3.7% | +8.1% |
| YTD | -4.4% | +15.6% | -20.0% | -12.8% |
| 1Y | -17.4% | +15.7% | -33.1% | -25.3% |
| All | -17.4% | +16.9% | -34.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling