-27.7%
TOST vs TTMI
+416.2%
-443.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.3% | +3.9% |
| 7D | 0.0% | +11.4% | -11.4% | -1.9% |
| 30D | +16.2% | -28.3% | +44.5% | +20.2% |
| 3M | -1.5% | -46.7% | +45.1% | +6.7% |
| 6M | +55.3% | -56.1% | +111.4% | +69.9% |
| YTD | -2.3% | +7.4% | -9.7% | -24.4% |
| 1Y | -5.5% | +17.4% | -22.9% | -30.7% |
| 3Y | +151.1% | +429.1% | -278.0% | -13.7% |
| All | -27.7% | +416.2% | -443.9% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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