-45.7%
TOST vs TMF
-88.3%
+42.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | -2.4% | -2.8% | +0.4% | -2.1% |
| 3M | +34.6% | -10.9% | +45.5% | +36.7% |
| 6M | +15.2% | -21.3% | +36.5% | +18.8% |
| YTD | -4.4% | -15.9% | +11.5% | -2.4% |
| 1Y | -17.4% | -15.7% | -1.7% | -15.9% |
| 3Y | +54.5% | -43.4% | +97.8% | +61.9% |
| All | -45.7% | -88.3% | +42.7% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling