-45.7%
TOST vs TGT
-20.7%
-25.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -3.4% | +0.8% | -4.2% | -3.8% |
| 30D | -2.4% | +12.2% | -14.6% | -7.9% |
| 3M | +34.6% | +33.8% | +0.8% | +16.4% |
| 6M | +15.2% | +39.3% | -24.1% | -3.1% |
| YTD | -4.4% | +72.9% | -77.3% | -28.1% |
| 1Y | -17.4% | +84.6% | -102.0% | -39.9% |
| 3Y | +54.5% | +46.2% | +8.2% | +14.0% |
| All | -45.7% | -20.7% | -25.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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