-44.5%
TOST vs TD
+132.7%
-177.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | +9.4% | -1.7% | +11.1% | +11.0% |
| 30D | +13.5% | +8.2% | +5.2% | +6.1% |
| 3M | -0.1% | +1.7% | -1.9% | -2.2% |
| 6M | +22.5% | +14.2% | +8.2% | +7.3% |
| YTD | -2.4% | +32.8% | -35.1% | -25.9% |
| 1Y | -4.7% | +55.5% | -60.2% | -37.8% |
| 3Y | +103.2% | +129.6% | -26.4% | -10.3% |
| 5Y | -41.2% | +102.2% | -143.4% | -70.0% |
| All | -44.5% | +132.7% | -177.2% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling