+56.7%
TOST vs TT
+124.4%
-67.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -2.4% | -7.4% | +4.9% | +0.6% |
| 3M | +34.6% | -3.2% | +37.8% | +35.1% |
| 6M | +15.2% | +1.1% | +14.1% | +12.2% |
| YTD | -4.4% | +15.6% | -20.0% | -14.6% |
| 1Y | -17.4% | +9.2% | -26.6% | -24.1% |
| All | +56.7% | +124.4% | -67.8% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling