-44.4%
TOST vs TMF
-88.5%
+44.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | +0.6% | +3.4% | +4.0% |
| 30D | +11.1% | +16.3% | -5.3% | +8.7% |
| 3M | +0.8% | -2.7% | +3.5% | +1.1% |
| 6M | +38.8% | -13.2% | +52.0% | +41.3% |
| YTD | -2.1% | -16.7% | +14.6% | 0.0% |
| 1Y | -6.0% | -22.7% | +16.7% | -3.0% |
| 3Y | +149.8% | -26.1% | +175.9% | +153.3% |
| 5Y | -42.8% | -88.4% | +45.7% | -30.9% |
| All | -44.4% | -88.5% | +44.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling