-45.7%
TOST vs TTMI
+902.4%
-948.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.8% | -1.7% |
| 7D | -3.4% | +5.9% | -9.3% | -4.6% |
| 30D | -2.4% | -4.3% | +1.9% | -2.3% |
| 3M | +34.6% | -32.0% | +66.7% | +42.5% |
| 6M | +15.2% | +19.5% | -4.3% | -0.1% |
| YTD | -4.4% | +82.0% | -86.4% | -31.0% |
| 1Y | -17.4% | +172.6% | -190.0% | -51.4% |
| 3Y | +54.5% | +744.7% | -690.2% | -49.9% |
| All | -45.7% | +902.4% | -948.1% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling