-43.4%
TOST vs TPR
+267.5%
-310.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +1.9% | +3.6% |
| 7D | +10.7% | +12.6% | -1.9% | +3.7% |
| 30D | +17.7% | +7.1% | +10.6% | +13.3% |
| 3M | +4.6% | -19.4% | +24.0% | +15.5% |
| 6M | +20.3% | -9.7% | +30.0% | +21.7% |
| YTD | -0.4% | -1.0% | +0.6% | -6.8% |
| 1Y | -0.8% | +19.3% | -20.1% | -17.8% |
| 3Y | +102.2% | +379.0% | -276.7% | -42.3% |
| 5Y | -41.3% | +239.1% | -280.4% | -80.2% |
| All | -43.4% | +267.5% | -310.9% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling