-4.7%
TOST vs TPR
+42.2%
-46.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +9.4% | +14.2% | -4.8% | +7.9% |
| 30D | +13.5% | +17.1% | -3.6% | +11.6% |
| 3M | -0.1% | -17.7% | +17.6% | +0.3% |
| 6M | +22.5% | -10.2% | +32.6% | +22.4% |
| YTD | -2.4% | +4.9% | -7.3% | -7.6% |
| 1Y | -4.7% | +36.1% | -40.8% | -22.3% |
| All | -4.7% | +42.2% | -46.9% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling