-9.6%
TOST vs TSN
+12.6%
-22.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +3.0% | +5.8% | -2.9% | +1.9% |
| 30D | +10.3% | +12.8% | -2.6% | +8.1% |
| 3M | -3.3% | +6.5% | -9.7% | -4.6% |
| 6M | +37.8% | -10.3% | +48.1% | +35.4% |
| YTD | -2.8% | +5.5% | -8.3% | -4.8% |
| 1Y | -9.6% | +15.8% | -25.4% | -12.4% |
| All | -9.6% | +12.6% | -22.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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