+272.8%
TSM vs TOST
-46.9%
+319.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.1% | -2.3% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -7.3% | +16.2% | -23.5% | -10.1% |
| 3M | -7.1% | -1.5% | -5.6% | -7.3% |
| 6M | +0.2% | +55.3% | -55.1% | -8.8% |
| YTD | +32.2% | -2.3% | +34.6% | +30.2% |
| 1Y | +42.8% | -5.5% | +48.3% | +41.3% |
| 3Y | +330.4% | +151.1% | +179.3% | +246.0% |
| 5Y | +263.9% | -27.9% | +291.9% | +210.7% |
| All | +272.8% | -46.9% | +319.6% | +227.9% |
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