-5.5%
TOST vs TPR
+29.2%
-34.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +16.2% | +15.1% | +1.1% | +14.8% |
| 3M | -1.5% | +3.5% | -5.1% | -2.2% |
| 6M | +55.3% | +0.4% | +54.9% | +54.1% |
| YTD | -2.3% | +4.6% | -6.9% | -6.6% |
| 1Y | -5.5% | +33.1% | -38.6% | -19.3% |
| All | -5.5% | +29.2% | -34.7% | -19.3% |
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