+146.9%
TOST vs TPG
+77.8%
+69.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | +8.9% | +10.0% | -1.1% | +2.9% |
| 3M | -2.2% | -0.9% | -1.4% | -2.8% |
| 6M | +41.0% | +15.1% | +25.9% | +28.3% |
| YTD | -4.0% | -19.4% | +15.4% | +6.0% |
| 1Y | -9.6% | -9.0% | -0.6% | -7.4% |
| All | +146.9% | +77.8% | +69.1% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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