-27.7%
TOST vs TDY
+44.4%
-72.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | 0.0% | +4.1% | -4.0% | -3.1% |
| 30D | +16.2% | +5.7% | +10.5% | +9.8% |
| 3M | -1.5% | -4.4% | +2.9% | +0.8% |
| 6M | +55.3% | +1.2% | +54.1% | +49.2% |
| YTD | -2.3% | +26.0% | -28.4% | -26.2% |
| 1Y | -5.5% | +27.4% | -32.9% | -29.4% |
| 3Y | +151.1% | +67.5% | +83.6% | +37.8% |
| All | -27.7% | +44.4% | -72.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling