-45.7%
TOST vs TDY
+45.7%
-91.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | -3.4% | -1.8% | -1.6% | -2.0% |
| 30D | -2.4% | -10.7% | +8.2% | +6.5% |
| 3M | +34.6% | -1.3% | +35.9% | +34.4% |
| 6M | +15.2% | -10.6% | +25.8% | +23.6% |
| YTD | -4.4% | +19.6% | -24.0% | -23.3% |
| 1Y | -17.4% | +11.6% | -29.1% | -29.3% |
| 3Y | +54.5% | +45.2% | +9.2% | +0.8% |
| All | -45.7% | +45.7% | -91.4% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling