+149.8%
TOST vs TNA
+139.4%
+10.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.6% | -9.3% | -3.0% |
| 7D | +4.0% | +2.3% | +1.7% | +2.6% |
| 30D | +11.1% | +1.4% | +9.7% | +9.7% |
| 3M | +0.8% | -21.1% | +21.9% | +8.2% |
| 6M | +38.8% | -9.4% | +48.2% | +40.0% |
| YTD | -2.1% | +29.6% | -31.7% | -15.6% |
| 1Y | -6.0% | +34.6% | -40.6% | -20.7% |
| 3Y | +149.8% | +155.9% | -6.1% | +45.1% |
| All | +149.8% | +139.4% | +10.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling