+103.2%
TOST vs S
+34.5%
+68.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.9% |
| 7D | +9.4% | -13.4% | +22.9% | +14.3% |
| 30D | +13.5% | -14.0% | +27.5% | +18.3% |
| 3M | -0.1% | +4.9% | -5.0% | -4.5% |
| 6M | +22.5% | +42.0% | -19.5% | +2.9% |
| YTD | -2.4% | +45.1% | -47.5% | -19.2% |
| 1Y | -4.7% | +33.1% | -37.8% | -19.3% |
| 3Y | +103.2% | +40.6% | +62.6% | +25.8% |
| All | +103.2% | +34.5% | +68.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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