-48.6%
TOST vs TDY
+44.1%
-92.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | -0.4% |
| 7D | -5.4% | -1.1% | -4.3% | -4.5% |
| 30D | -5.7% | -12.0% | +6.4% | +4.3% |
| 3M | +30.1% | -3.2% | +33.3% | +32.1% |
| 6M | +11.9% | -7.9% | +19.8% | +17.2% |
| YTD | -9.5% | +18.2% | -27.8% | -26.7% |
| 1Y | -21.3% | +6.7% | -27.9% | -29.6% |
| 3Y | +50.7% | +47.5% | +3.1% | -3.6% |
| All | -48.6% | +44.1% | -92.7% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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