-48.1%
TOST vs WY
-22.1%
-26.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | -4.7% | -1.7% | -3.0% | -3.4% |
| 30D | -9.1% | -9.9% | +0.8% | -1.5% |
| 3M | +29.8% | -7.5% | +37.3% | +36.4% |
| 6M | +10.0% | -5.1% | +15.2% | +12.1% |
| YTD | -8.6% | -2.1% | -6.5% | -11.2% |
| 1Y | -20.7% | -7.3% | -13.4% | -19.5% |
| 3Y | +55.7% | -22.6% | +78.4% | +81.5% |
| All | -48.1% | -22.1% | -26.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling