-46.4%
TOST vs TRI
+3.7%
-50.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -4.7% | -7.5% | +2.8% | -0.2% |
| 30D | +8.5% | +3.9% | +4.6% | +5.0% |
| 3M | -1.6% | +7.2% | -8.8% | -7.8% |
| 6M | +44.1% | +27.0% | +17.2% | +16.0% |
| YTD | -5.6% | -14.0% | +8.4% | +2.7% |
| 1Y | -12.6% | -17.7% | +5.1% | -1.3% |
| 3Y | +137.6% | -10.7% | +148.2% | +114.3% |
| 5Y | -30.4% | +0.6% | -31.0% | -52.1% |
| All | -46.4% | +3.7% | -50.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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