-44.5%
TOST vs TRU
-27.5%
-17.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | 0.0% |
| 7D | +9.4% | +5.7% | +3.7% | +5.6% |
| 30D | +13.5% | +29.2% | -15.7% | -4.3% |
| 3M | -0.1% | +2.7% | -2.8% | -2.9% |
| 6M | +22.5% | +15.2% | +7.3% | +9.5% |
| YTD | -2.4% | -4.9% | +2.5% | -1.9% |
| 1Y | -4.7% | +3.4% | -8.1% | -9.6% |
| 3Y | +103.2% | +63.2% | +40.0% | +22.8% |
| 5Y | -41.2% | -26.6% | -14.7% | -21.3% |
| All | -44.5% | -27.5% | -17.1% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling