-44.5%
TOST vs TPR
+289.4%
-334.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +9.4% | +14.2% | -4.8% | +1.8% |
| 30D | +13.5% | +17.1% | -3.6% | +3.9% |
| 3M | -0.1% | -17.7% | +17.6% | +9.0% |
| 6M | +22.5% | -10.2% | +32.6% | +24.8% |
| YTD | -2.4% | +4.9% | -7.3% | -11.6% |
| 1Y | -4.7% | +36.1% | -40.8% | -27.2% |
| 3Y | +103.2% | +416.5% | -313.2% | -44.7% |
| 5Y | -41.2% | +254.8% | -296.0% | -80.8% |
| All | -44.5% | +289.4% | -334.0% | -82.7% |
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