+55.6%
TOST vs TNA
+117.6%
-62.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.4% | -4.9% | +2.5% | -0.9% |
| 3M | +34.6% | +0.4% | +34.2% | +32.9% |
| 6M | +15.2% | +32.5% | -17.3% | -0.2% |
| YTD | -4.4% | +53.7% | -58.1% | -22.5% |
| 1Y | -17.4% | +65.1% | -82.5% | -35.8% |
| All | +55.6% | +117.6% | -62.0% | -8.1% |
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