-0.8%
TOST vs TEM
-11.1%
+10.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.8% | +8.3% | +5.9% |
| 7D | +10.7% | -1.3% | +12.0% | +10.8% |
| 30D | +17.7% | -9.5% | +27.2% | +19.0% |
| 3M | +4.6% | +60.7% | -56.1% | -7.3% |
| 6M | +20.3% | +35.5% | -15.2% | +9.8% |
| YTD | -0.4% | +28.0% | -28.4% | -8.0% |
| 1Y | -0.8% | -10.5% | +9.8% | -0.1% |
| All | -0.8% | -11.1% | +10.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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