-46.7%
TOST vs TNA
-13.2%
-33.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -0.9% | +4.1% | -5.0% | -2.8% |
| 30D | -3.5% | -7.6% | +4.2% | 0.0% |
| 3M | +38.1% | +8.1% | +30.1% | +31.1% |
| 6M | +9.9% | +49.0% | -39.1% | -14.6% |
| YTD | -6.3% | +51.7% | -58.0% | -28.9% |
| 1Y | -18.3% | +59.6% | -77.9% | -40.9% |
| 3Y | +59.7% | +118.9% | -59.2% | -20.9% |
| All | -46.7% | -13.2% | -33.6% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling