-48.1%
TOST vs TRI
-7.9%
-40.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.7% | -1.4% |
| 7D | -4.7% | -8.4% | +3.7% | +0.2% |
| 30D | -9.1% | -6.5% | -2.6% | -6.1% |
| 3M | +29.8% | +18.6% | +11.2% | +11.2% |
| 6M | +10.0% | -10.4% | +20.5% | +14.3% |
| YTD | -8.6% | -23.7% | +15.1% | +8.4% |
| 1Y | -20.7% | -42.5% | +21.8% | +19.2% |
| 3Y | +55.7% | -19.3% | +75.0% | +49.2% |
| All | -48.1% | -7.9% | -40.1% | -61.8% |
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