-44.8%
TOST vs TRI
+2.9%
-47.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.0% | -1.6% | +4.6% | +3.8% |
| 30D | +10.3% | +5.0% | +5.2% | +5.9% |
| 3M | -3.3% | +4.6% | -7.8% | -8.0% |
| 6M | +37.8% | +18.3% | +19.5% | +16.9% |
| YTD | -2.8% | -14.7% | +11.9% | +6.3% |
| 1Y | -9.6% | -16.7% | +7.1% | +0.8% |
| 3Y | +144.6% | -11.3% | +156.0% | +121.8% |
| 5Y | -31.0% | -0.6% | -30.4% | -52.2% |
| All | -44.8% | +2.9% | -47.7% | -62.5% |
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