+22.5%
TOST vs WY
-11.2%
+33.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.3% |
| 7D | +9.4% | +3.1% | +6.3% | +8.4% |
| 30D | +13.5% | +13.0% | +0.5% | +9.7% |
| 3M | -0.1% | -16.8% | +16.7% | +2.6% |
| 6M | +22.5% | -11.2% | +33.6% | +23.4% |
| All | +22.5% | -11.2% | +33.6% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling