-9.6%
TOST vs TRU
+2.1%
-11.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | +3.0% | +4.4% | -1.5% | +0.4% |
| 30D | +10.3% | +25.2% | -15.0% | -3.4% |
| 3M | -3.3% | +3.8% | -7.1% | -6.3% |
| 6M | +37.8% | +14.3% | +23.5% | +24.8% |
| YTD | -2.8% | -3.9% | +1.1% | -5.8% |
| 1Y | -9.6% | +2.6% | -12.2% | -15.6% |
| All | -9.6% | +2.1% | -11.7% | -15.6% |
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