+236.4%
TSM vs TOST
-38.4%
+274.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.6% |
| 7D | -7.6% | +9.4% | -17.0% | -9.2% |
| 30D | -20.5% | +13.5% | -34.0% | -22.6% |
| 3M | -10.0% | -0.1% | -9.8% | -10.4% |
| 6M | -10.1% | +22.5% | -32.5% | -14.7% |
| YTD | +24.5% | -2.4% | +26.9% | +22.6% |
| 1Y | +31.2% | -4.7% | +35.9% | +29.6% |
| 3Y | +322.0% | +103.2% | +218.8% | +249.3% |
| All | +236.4% | -38.4% | +274.8% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling