-18.3%
TOST vs TCOM
-44.5%
+26.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.6% |
| 7D | -0.9% | -7.6% | +6.7% | +1.3% |
| 30D | -3.5% | -12.2% | +8.8% | +0.1% |
| 3M | +38.1% | -14.2% | +52.3% | +43.3% |
| 6M | +9.9% | -25.0% | +34.9% | +18.4% |
| YTD | -6.3% | -43.7% | +37.4% | +4.7% |
| 1Y | -18.3% | -44.5% | +26.2% | -8.4% |
| All | -18.3% | -44.5% | +26.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling