-45.7%
TOST vs TDG
+125.9%
-171.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | -3.4% | -2.0% | -1.4% | -1.9% |
| 30D | -2.4% | -7.4% | +4.9% | +3.4% |
| 3M | +34.6% | -5.4% | +40.0% | +39.3% |
| 6M | +15.2% | -11.6% | +26.8% | +24.9% |
| YTD | -4.4% | -12.6% | +8.2% | +4.6% |
| 1Y | -17.4% | -9.3% | -8.1% | -13.0% |
| 3Y | +54.5% | +49.2% | +5.3% | -7.4% |
| All | -45.7% | +125.9% | -171.6% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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