+159.6%
TRV vs TOST
-49.0%
+208.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | -4.9% | -3.5% | -1.4% | -4.7% |
| 3M | +23.7% | +38.1% | -14.4% | +22.2% |
| 6M | +20.3% | +9.9% | +10.4% | +19.6% |
| YTD | +27.1% | -6.3% | +33.3% | +27.0% |
| 1Y | +35.3% | -18.3% | +53.6% | +35.9% |
| 3Y | +139.8% | +59.7% | +80.1% | +135.4% |
| All | +159.6% | -49.0% | +208.6% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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