-45.7%
TOST vs S
-69.2%
+23.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.4% | -7.7% | +4.3% | +0.1% |
| 30D | -2.4% | -5.3% | +2.9% | -1.3% |
| 3M | +34.6% | +20.3% | +14.3% | +20.3% |
| 6M | +15.2% | +47.4% | -32.2% | -8.8% |
| YTD | -4.4% | +32.5% | -36.9% | -20.1% |
| 1Y | -17.4% | +9.5% | -26.9% | -25.2% |
| 3Y | +54.5% | +15.5% | +38.9% | +21.6% |
| All | -45.7% | -69.2% | +23.5% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling