-45.4%
TOST vs TCOM
+52.5%
-98.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.9% |
| 7D | -3.6% | +2.2% | -5.7% | -4.2% |
| 30D | +8.9% | +12.5% | -3.6% | +5.1% |
| 3M | -2.2% | -5.6% | +3.4% | -0.7% |
| 6M | +41.0% | -16.5% | +57.4% | +47.9% |
| YTD | -4.0% | -39.4% | +35.4% | +10.0% |
| 1Y | -9.6% | -41.0% | +31.4% | +4.4% |
| 3Y | +141.7% | +29.2% | +112.4% | +103.0% |
| 5Y | -29.5% | +41.6% | -71.1% | -50.8% |
| All | -45.4% | +52.5% | -98.0% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling