+299.9%
TSM vs TOST
-48.0%
+347.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +2.7% | -3.4% | +6.1% | +3.4% |
| 30D | +3.6% | -2.4% | +6.0% | +3.9% |
| 3M | -3.4% | +34.6% | -38.0% | -9.2% |
| 6M | +20.6% | +15.2% | +5.4% | +16.1% |
| YTD | +41.9% | -4.4% | +46.3% | +40.8% |
| 1Y | +84.4% | -17.4% | +101.8% | +87.4% |
| 3Y | +380.2% | +54.5% | +325.8% | +320.8% |
| All | +299.9% | -48.0% | +347.9% | +254.6% |
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 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