+103.2%
TOST vs WY
-25.3%
+128.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | 0.0% |
| 7D | +9.4% | +3.1% | +6.3% | +8.0% |
| 30D | +13.5% | +13.0% | +0.5% | +7.4% |
| 3M | -0.1% | -16.8% | +16.7% | +8.0% |
| 6M | +22.5% | -11.2% | +33.6% | +27.8% |
| YTD | -2.4% | -9.1% | +6.7% | -0.9% |
| 1Y | -4.7% | -4.8% | +0.1% | -6.1% |
| 3Y | +103.2% | -25.3% | +128.5% | +122.1% |
| All | +103.2% | -25.3% | +128.5% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling