-19.9%
TOST vs TDY
+9.8%
-29.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -5.9% | -1.9% | -4.0% | -5.5% |
| 30D | -8.4% | -12.5% | +4.1% | -6.2% |
| 3M | +31.4% | -0.8% | +32.2% | +30.8% |
| 6M | +10.5% | -9.0% | +19.5% | +12.2% |
| YTD | -10.1% | +16.8% | -26.8% | -22.0% |
| 1Y | -19.9% | +9.5% | -29.4% | -28.7% |
| All | -19.9% | +9.8% | -29.8% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling