+230.1%
TSM vs TOST
-46.1%
+276.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.7% |
| 7D | -18.2% | +11.6% | -29.8% | -19.9% |
| 30D | -26.8% | +16.2% | -43.0% | -29.0% |
| 3M | -14.5% | +1.0% | -15.5% | -15.1% |
| 6M | -10.0% | +23.2% | -33.2% | -14.6% |
| YTD | +17.1% | -1.0% | +18.1% | +15.0% |
| 1Y | +21.5% | -9.9% | +31.4% | +21.5% |
| 3Y | +300.4% | +101.0% | +199.3% | +234.2% |
| 5Y | +224.7% | -40.4% | +265.1% | +182.2% |
| All | +230.1% | -46.1% | +276.2% | +189.8% |
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