-8.9%
TOST vs TEM
+11.3%
-20.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.0% | -10.7% | -1.3% |
| 7D | +4.0% | +7.6% | -3.6% | +2.7% |
| 30D | +11.1% | +19.0% | -8.0% | +7.7% |
| 3M | +0.8% | +62.2% | -61.4% | -9.6% |
| 6M | +38.8% | +69.4% | -30.6% | +21.4% |
| YTD | -2.1% | +43.0% | -45.1% | -10.5% |
| All | -8.9% | +11.3% | -20.3% | -14.7% |
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