-40.6%
TOST vs TMF
-88.0%
+47.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +1.2% | +8.2% | +9.3% |
| 30D | +13.5% | +19.7% | -6.3% | +10.8% |
| 3M | -0.1% | -2.1% | +2.0% | 0.0% |
| 6M | +22.5% | -13.4% | +35.9% | +24.6% |
| YTD | -2.4% | -16.7% | +14.4% | -0.3% |
| 1Y | -4.7% | -23.3% | +18.6% | -1.7% |
| 3Y | +103.2% | -24.8% | +128.0% | +105.4% |
| All | -40.6% | -88.0% | +47.4% | -34.4% |
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