-44.4%
TOST vs TRI
+2.8%
-47.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +2.6% |
| 7D | +4.0% | -11.4% | +15.4% | +11.2% |
| 30D | +11.1% | +4.9% | +6.1% | +6.8% |
| 3M | +0.8% | +7.0% | -6.2% | -5.5% |
| 6M | +38.8% | +18.2% | +20.6% | +17.8% |
| YTD | -2.1% | -14.8% | +12.7% | +7.1% |
| 1Y | -6.0% | -18.0% | +11.9% | +6.1% |
| 3Y | +149.8% | -12.0% | +161.7% | +128.3% |
| 5Y | -42.8% | -0.8% | -41.9% | -60.4% |
| All | -44.4% | +2.8% | -47.2% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling