-40.4%
TOST vs S
-69.2%
+28.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.8% | +8.2% | +3.6% |
| 7D | +11.6% | -16.7% | +28.3% | +20.9% |
| 30D | +16.2% | -17.0% | +33.2% | +25.2% |
| 3M | +1.0% | +2.0% | -1.0% | -3.9% |
| 6M | +23.2% | +35.1% | -11.9% | 0.0% |
| YTD | -1.0% | +42.8% | -43.8% | -22.4% |
| 1Y | -9.9% | +27.7% | -37.6% | -26.2% |
| 3Y | +101.0% | +33.0% | +68.1% | +42.8% |
| 5Y | -40.4% | -68.0% | +27.6% | -13.3% |
| All | -40.4% | -69.2% | +28.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling