+270.7%
TSM vs TOST
-47.1%
+317.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -2.1% | +3.0% | -5.0% | -2.6% |
| 30D | -12.5% | +10.3% | -22.8% | -14.3% |
| 3M | -5.0% | -3.3% | -1.7% | -4.9% |
| 6M | -3.2% | +37.8% | -41.0% | -9.9% |
| YTD | +31.5% | -2.8% | +34.3% | +29.6% |
| 1Y | +35.7% | -9.6% | +45.3% | +35.5% |
| 3Y | +323.5% | +144.6% | +178.8% | +242.2% |
| 5Y | +263.4% | -31.0% | +294.3% | +211.8% |
| All | +270.7% | -47.1% | +317.8% | +226.4% |
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