+55.6%
TOST vs TRI
-11.0%
+66.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +2.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -2.4% | +7.9% | -10.3% | -6.4% |
| 3M | +34.6% | +24.1% | +10.6% | +18.3% |
| 6M | +15.2% | +3.8% | +11.4% | +10.4% |
| YTD | -4.4% | -16.9% | +12.5% | +3.0% |
| 1Y | -17.4% | -38.4% | +21.0% | +3.4% |
| All | +55.6% | -11.0% | +66.6% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling