-46.4%
TOST vs TMF
-89.4%
+43.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.1% |
| 7D | -4.7% | -8.2% | +3.5% | -3.5% |
| 30D | +8.5% | +5.3% | +3.2% | +7.7% |
| 3M | -1.6% | -8.5% | +6.9% | -0.4% |
| 6M | +44.1% | -17.2% | +61.3% | +47.8% |
| YTD | -5.6% | -23.4% | +17.8% | -2.4% |
| 1Y | -12.6% | -30.2% | +17.7% | -8.5% |
| 3Y | +137.6% | -32.9% | +170.5% | +144.3% |
| 5Y | -30.4% | -88.5% | +58.2% | -19.4% |
| All | -46.4% | -89.4% | +43.0% | -31.5% |
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