+49.4%
TOST vs TEM
+61.6%
-12.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -2.4% | +38.4% | -40.8% | -8.2% |
| 3M | +34.6% | +23.7% | +11.0% | +28.3% |
| 6M | +15.2% | +26.0% | -10.8% | +8.8% |
| YTD | -4.4% | +9.4% | -13.8% | -7.9% |
| 1Y | -17.4% | -17.3% | -0.1% | -17.8% |
| All | +49.4% | +61.6% | -12.1% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling