-18.3%
TOST vs WY
-9.6%
-8.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -0.9% | -2.1% | +1.2% | -0.7% |
| 30D | -3.5% | -10.5% | +7.0% | -2.7% |
| 3M | +38.1% | -4.9% | +43.0% | +38.3% |
| 6M | +9.9% | -4.9% | +14.8% | +9.8% |
| YTD | -6.3% | -1.7% | -4.6% | -7.2% |
| 1Y | -18.3% | -9.4% | -8.9% | -17.7% |
| All | -18.3% | -9.6% | -8.7% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling