-18.3%
TOST vs TNA
+59.1%
-77.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -0.9% | +4.1% | -5.0% | -1.8% |
| 30D | -3.5% | -7.6% | +4.2% | -1.8% |
| 3M | +38.1% | +8.1% | +30.1% | +34.4% |
| 6M | +9.9% | +49.0% | -39.1% | -4.9% |
| YTD | -6.3% | +51.7% | -58.0% | -20.4% |
| 1Y | -18.3% | +59.6% | -77.9% | -33.0% |
| All | -18.3% | +59.1% | -77.4% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling