+296.9%
TSM vs TOST
+99.4%
+197.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.7% |
| 7D | -18.2% | +11.6% | -29.8% | -20.0% |
| 30D | -26.8% | +16.2% | -43.0% | -29.0% |
| 3M | -14.5% | +1.0% | -15.5% | -15.0% |
| 6M | -10.0% | +23.2% | -33.2% | -15.0% |
| YTD | +17.1% | -1.0% | +18.1% | +15.3% |
| 1Y | +21.5% | -9.9% | +31.4% | +22.3% |
| All | +296.9% | +99.4% | +197.4% | +231.3% |
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