-40.4%
TOST vs TT
+128.8%
-169.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +2.2% |
| 7D | +11.6% | -9.0% | +20.6% | +18.3% |
| 30D | +16.2% | -17.6% | +33.9% | +30.7% |
| 3M | +1.0% | -18.7% | +19.7% | +14.3% |
| 6M | +23.2% | -17.4% | +40.6% | +35.4% |
| YTD | -1.0% | +1.5% | -2.5% | -10.4% |
| 1Y | -9.9% | -9.4% | -0.5% | -10.2% |
| 3Y | +101.0% | +85.1% | +16.0% | -4.6% |
| 5Y | -40.4% | +125.7% | -166.2% | -81.4% |
| All | -40.4% | +128.8% | -169.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling