+106.1%
TOST vs TPR
+412.6%
-306.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -3.0% |
| 7D | +11.6% | +13.9% | -2.2% | +6.7% |
| 30D | +16.2% | +14.9% | +1.3% | +10.7% |
| 3M | +1.0% | -15.4% | +16.4% | +5.8% |
| 6M | +23.2% | -4.5% | +27.7% | +21.7% |
| YTD | -1.0% | +6.0% | -7.0% | -7.8% |
| 1Y | -9.9% | +24.3% | -34.2% | -22.2% |
| All | +106.1% | +412.6% | -306.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling