-48.1%
TOST vs TNA
-16.8%
-31.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -0.5% |
| 7D | -4.7% | -3.6% | -1.1% | -2.9% |
| 30D | -9.1% | -10.1% | +1.0% | -4.5% |
| 3M | +29.8% | +2.7% | +27.1% | +26.3% |
| 6M | +10.0% | +38.4% | -28.4% | -11.2% |
| YTD | -8.6% | +45.4% | -54.0% | -29.2% |
| 1Y | -20.7% | +55.9% | -76.6% | -42.0% |
| 3Y | +55.7% | +109.8% | -54.1% | -21.2% |
| All | -48.1% | -16.8% | -31.3% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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