-44.5%
TOST vs WY
-27.6%
-16.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | +0.9% |
| 7D | +9.4% | +3.1% | +6.3% | +6.9% |
| 30D | +13.5% | +13.0% | +0.5% | +3.1% |
| 3M | -0.1% | -16.8% | +16.7% | +14.4% |
| 6M | +22.5% | -11.2% | +33.6% | +31.5% |
| YTD | -2.4% | -9.1% | +6.7% | 0.0% |
| 1Y | -4.7% | -4.8% | +0.1% | -6.8% |
| 3Y | +103.2% | -25.3% | +128.5% | +137.8% |
| 5Y | -41.2% | -33.2% | -8.1% | -16.0% |
| All | -44.5% | -27.6% | -16.9% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling