+103.2%
TOST vs TT
+89.7%
+13.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.2% |
| 7D | +9.4% | -2.0% | +11.4% | +10.1% |
| 30D | +13.5% | -14.0% | +27.5% | +19.3% |
| 3M | -0.1% | -15.9% | +15.7% | +5.8% |
| 6M | +22.5% | -17.3% | +39.8% | +29.6% |
| YTD | -2.4% | +4.0% | -6.3% | -10.4% |
| 1Y | -4.7% | -7.1% | +2.4% | -5.9% |
| 3Y | +103.2% | +90.2% | +13.0% | +18.4% |
| All | +103.2% | +89.7% | +13.5% | +18.4% |
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