-40.4%
TOST vs TMF
-87.8%
+47.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +11.6% | +2.7% | +8.9% | +11.2% |
| 30D | +16.2% | +19.3% | -3.1% | +13.5% |
| 3M | +1.0% | -3.7% | +4.7% | +1.4% |
| 6M | +23.2% | -11.3% | +34.5% | +24.9% |
| YTD | -1.0% | -16.6% | +15.6% | +1.0% |
| 1Y | -9.9% | -21.1% | +11.2% | -7.4% |
| 3Y | +101.0% | -26.8% | +127.8% | +103.9% |
| 5Y | -40.4% | -88.0% | +47.6% | -34.7% |
| All | -40.4% | -87.8% | +47.4% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling