+106.1%
TOST vs RF
+105.6%
+0.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.8% |
| 7D | +11.6% | -1.6% | +13.2% | +12.9% |
| 30D | +16.2% | +5.0% | +11.2% | +12.6% |
| 3M | +1.0% | -10.0% | +11.0% | +8.1% |
| 6M | +23.2% | +3.3% | +19.9% | +20.1% |
| YTD | -1.0% | +7.9% | -8.9% | -7.1% |
| 1Y | -9.9% | +21.2% | -31.1% | -22.1% |
| All | +106.1% | +105.6% | +0.5% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling