-43.4%
TOST vs RF
+84.1%
-127.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.5% |
| 7D | +10.7% | +2.3% | +8.5% | +9.2% |
| 30D | +17.7% | +7.2% | +10.5% | +12.6% |
| 3M | +4.6% | -8.2% | +12.8% | +10.5% |
| 6M | +20.3% | +7.0% | +13.2% | +14.7% |
| YTD | -0.4% | +10.3% | -10.7% | -7.6% |
| 1Y | -0.8% | +25.1% | -25.8% | -15.2% |
| 3Y | +102.2% | +110.3% | -8.1% | +20.5% |
| 5Y | -41.3% | +47.1% | -88.4% | -58.5% |
| All | -43.4% | +84.1% | -127.6% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling