-4.7%
TOST vs TD
+54.9%
-59.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +9.4% | -1.7% | +11.1% | +10.1% |
| 30D | +13.5% | +8.2% | +5.2% | +10.9% |
| 3M | -0.1% | +1.7% | -1.9% | -1.0% |
| 6M | +22.5% | +14.2% | +8.2% | +13.7% |
| YTD | -2.4% | +32.8% | -35.1% | -18.8% |
| 1Y | -4.7% | +55.5% | -60.2% | -31.1% |
| All | -4.7% | +54.9% | -59.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling