-40.6%
TOST vs TECH
-40.1%
-0.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | +0.2% | +9.3% | +9.3% |
| 30D | +13.5% | +0.3% | +13.1% | +13.3% |
| 3M | -0.1% | +1.3% | -1.5% | -0.9% |
| 6M | +22.5% | +54.0% | -31.5% | -5.1% |
| YTD | -2.4% | +24.3% | -26.7% | -17.1% |
| 1Y | -4.7% | +25.8% | -30.5% | -20.0% |
| 3Y | +103.2% | +26.0% | +77.3% | +44.5% |
| All | -40.6% | -40.1% | -0.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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