-44.5%
TOST vs TDY
+53.6%
-98.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | 0.0% | +4.1% | -4.0% | -3.0% |
| 30D | +16.2% | +5.7% | +10.5% | +10.0% |
| 3M | -1.5% | -4.4% | +2.9% | +0.7% |
| 6M | +55.3% | +1.2% | +54.1% | +49.4% |
| YTD | -2.3% | +26.0% | -28.4% | -25.8% |
| 1Y | -5.5% | +27.4% | -32.9% | -28.9% |
| 3Y | +151.1% | +67.5% | +83.6% | +40.3% |
| 5Y | -27.9% | +44.9% | -72.8% | -55.6% |
| All | -44.5% | +53.6% | -98.2% | -66.8% |
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