+181.5%
TRV vs TOST
-46.7%
+228.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.9% | +4.0% | -4.9% | -1.1% |
| 30D | +7.2% | +11.1% | -3.9% | +6.7% |
| 3M | +3.2% | +0.8% | +2.3% | +3.1% |
| 6M | +33.6% | +38.8% | -5.2% | +31.7% |
| YTD | +37.8% | -2.1% | +39.9% | +37.4% |
| 1Y | +43.4% | -6.0% | +49.4% | +43.2% |
| 3Y | +146.7% | +149.8% | -3.1% | +139.2% |
| 5Y | +176.1% | -42.8% | +218.9% | +168.6% |
| All | +181.5% | -46.7% | +228.2% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling