+51.9%
TOST vs TEM
+101.4%
-49.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | 0.0% |
| 7D | +3.0% | +3.5% | -0.6% | +2.2% |
| 30D | +10.3% | +13.5% | -3.3% | +7.7% |
| 3M | -3.3% | +46.3% | -49.6% | -10.5% |
| 6M | +37.8% | +61.5% | -23.7% | +24.4% |
| YTD | -2.8% | +36.4% | -39.2% | -10.5% |
| 1Y | -9.6% | +12.2% | -21.8% | -14.6% |
| All | +51.9% | +101.4% | -49.4% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling