-0.8%
TOST vs TRU
+2.1%
-2.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +2.9% |
| 7D | +10.7% | +10.5% | +0.2% | +4.6% |
| 30D | +17.7% | +28.7% | -10.9% | +1.6% |
| 3M | +4.6% | +0.7% | +4.0% | +3.2% |
| 6M | +20.3% | +19.3% | +0.9% | +6.2% |
| YTD | -0.4% | -3.7% | +3.4% | -3.3% |
| 1Y | -0.8% | +3.4% | -4.2% | -7.0% |
| All | -0.8% | +2.1% | -2.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling