-40.6%
TOST vs TRI
+5.0%
-45.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | +1.5% |
| 7D | +9.4% | -4.8% | +14.2% | +12.1% |
| 30D | +13.5% | +13.4% | +0.1% | +4.0% |
| 3M | -0.1% | +13.1% | -13.3% | -9.6% |
| 6M | +22.5% | +24.4% | -2.0% | +0.5% |
| YTD | -2.4% | -11.4% | +9.1% | +4.7% |
| 1Y | -4.7% | -15.6% | +10.9% | +6.5% |
| 3Y | +103.2% | -6.5% | +109.7% | +73.4% |
| All | -40.6% | +5.0% | -45.6% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling