-44.5%
TOST vs TCOM
+55.2%
-99.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +9.4% | +12.1% | -2.6% | +5.7% |
| 30D | +13.5% | +16.5% | -3.0% | +8.4% |
| 3M | -0.1% | -4.0% | +3.9% | +0.9% |
| 6M | +22.5% | -18.5% | +41.0% | +29.5% |
| YTD | -2.4% | -38.3% | +35.9% | +11.3% |
| 1Y | -4.7% | -36.6% | +31.9% | +7.7% |
| 3Y | +103.2% | +31.1% | +72.1% | +69.9% |
| 5Y | -41.2% | +47.6% | -88.8% | -59.3% |
| All | -44.5% | +55.2% | -99.7% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling