-46.7%
TOST vs WY
-21.7%
-25.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -0.8% |
| 7D | -0.9% | -2.1% | +1.2% | +0.7% |
| 30D | -3.5% | -10.5% | +7.0% | +5.1% |
| 3M | +38.1% | -4.9% | +43.0% | +41.9% |
| 6M | +9.9% | -4.9% | +14.8% | +11.8% |
| YTD | -6.3% | -1.7% | -4.6% | -9.2% |
| 1Y | -18.3% | -9.4% | -8.9% | -15.3% |
| 3Y | +59.7% | -22.3% | +82.0% | +85.6% |
| All | -46.7% | -21.7% | -25.0% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling