-45.7%
TOST vs TRMB
-33.6%
-12.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +1.0% |
| 7D | -3.4% | -2.5% | -0.9% | -1.2% |
| 30D | -2.4% | +1.5% | -4.0% | -4.3% |
| 3M | +34.6% | +6.8% | +27.8% | +25.4% |
| 6M | +15.2% | -14.9% | +30.1% | +32.1% |
| YTD | -4.4% | -24.1% | +19.7% | +21.7% |
| 1Y | -17.4% | -25.4% | +8.0% | +6.6% |
| 3Y | +54.5% | +8.0% | +46.4% | +32.5% |
| All | -45.7% | -33.6% | -12.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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