-5.5%
TOST vs TT
-2.3%
-3.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.3% |
| 7D | 0.0% | +4.0% | -4.0% | +0.5% |
| 30D | +16.2% | -11.3% | +27.5% | +14.6% |
| 3M | -1.5% | -12.3% | +10.8% | -3.1% |
| 6M | +55.3% | -10.8% | +66.2% | +52.9% |
| YTD | -2.3% | +8.2% | -10.5% | +0.3% |
| 1Y | -5.5% | +1.5% | -7.0% | +0.3% |
| All | -5.5% | -2.3% | -3.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling