-9.6%
TOST vs TNA
+26.5%
-36.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.3% |
| 7D | +3.0% | -0.5% | +3.4% | +2.7% |
| 30D | +10.3% | -0.7% | +11.0% | +9.8% |
| 3M | -3.3% | -21.5% | +18.2% | +0.7% |
| 6M | +37.8% | -11.2% | +49.0% | +38.8% |
| YTD | -2.8% | +27.0% | -29.8% | -12.2% |
| 1Y | -9.6% | +28.0% | -37.6% | -18.9% |
| All | -9.6% | +26.5% | -36.1% | -18.9% |
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