+151.1%
TOST vs TDY
+68.3%
+82.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | 0.0% | +4.1% | -4.0% | -1.9% |
| 30D | +16.2% | +5.7% | +10.5% | +12.1% |
| 3M | -1.5% | -4.4% | +2.9% | +0.1% |
| 6M | +55.3% | +1.2% | +54.1% | +51.7% |
| YTD | -2.3% | +26.0% | -28.4% | -20.7% |
| 1Y | -5.5% | +27.4% | -32.9% | -23.9% |
| 3Y | +151.1% | +67.5% | +83.6% | +60.9% |
| All | +151.1% | +68.3% | +82.8% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling