-45.4%
TOST vs TT
+149.0%
-194.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | -3.6% | +3.5% | -7.1% | -5.9% |
| 30D | +8.9% | -11.0% | +19.9% | +16.4% |
| 3M | -2.2% | -12.0% | +9.8% | +5.1% |
| 6M | +41.0% | -10.4% | +51.4% | +47.1% |
| YTD | -4.0% | +9.9% | -13.9% | -17.5% |
| 1Y | -9.6% | +1.5% | -11.1% | -17.0% |
| 3Y | +141.7% | +93.7% | +48.0% | +13.7% |
| 5Y | -29.5% | +139.2% | -168.7% | -76.7% |
| All | -45.4% | +149.0% | -194.4% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling