+148.1%
TRV vs TOST
+146.3%
+1.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.2% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +6.7% | +16.2% | -9.5% | +5.7% |
| 3M | +9.4% | -1.5% | +10.9% | +9.3% |
| 6M | +37.7% | +55.3% | -17.6% | +33.8% |
| YTD | +40.6% | -2.3% | +42.9% | +40.3% |
| 1Y | +42.4% | -5.5% | +48.0% | +42.4% |
| 3Y | +148.1% | +151.1% | -3.0% | +166.3% |
| All | +148.1% | +146.3% | +1.8% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling