-9.6%
TOST vs TMF
-25.6%
+16.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.4% |
| 7D | +3.0% | -1.1% | +4.0% | +3.3% |
| 30D | +10.3% | +11.8% | -1.6% | +7.1% |
| 3M | -3.3% | -4.0% | +0.8% | -2.6% |
| 6M | +37.8% | -16.5% | +54.3% | +42.7% |
| YTD | -2.8% | -19.9% | +17.1% | +0.5% |
| 1Y | -9.6% | -25.6% | +16.0% | -4.6% |
| All | -9.6% | -25.6% | +16.0% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling