-43.8%
TOST vs TPR
+293.4%
-337.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -4.4% |
| 7D | +11.6% | +13.9% | -2.2% | +3.9% |
| 30D | +16.2% | +14.9% | +1.3% | +7.5% |
| 3M | +1.0% | -15.4% | +16.4% | +8.5% |
| 6M | +23.2% | -4.5% | +27.7% | +20.8% |
| YTD | -1.0% | +6.0% | -7.0% | -10.9% |
| 1Y | -9.9% | +24.3% | -34.2% | -27.0% |
| 3Y | +101.0% | +412.8% | -311.8% | -44.9% |
| 5Y | -40.4% | +258.4% | -298.9% | -80.6% |
| All | -43.8% | +293.4% | -337.2% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling