-44.4%
TOST vs WY
-27.1%
-17.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.3% |
| 7D | +4.0% | -0.8% | +4.8% | +4.5% |
| 30D | +11.1% | +10.6% | +0.4% | +2.6% |
| 3M | +0.8% | -16.6% | +17.5% | +15.4% |
| 6M | +38.8% | -8.6% | +47.4% | +45.5% |
| YTD | -2.1% | -8.4% | +6.3% | -0.2% |
| 1Y | -6.0% | -5.1% | -0.9% | -7.6% |
| 3Y | +149.8% | -21.9% | +171.7% | +178.0% |
| 5Y | -42.8% | -31.3% | -11.5% | -18.3% |
| All | -44.4% | -27.1% | -17.3% | -21.1% |
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