-72.2%
TTD vs TOST
-20.0%
-52.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | +6.3% | -3.4% | +9.8% | +8.2% |
| 30D | -23.9% | -2.4% | -21.4% | -23.2% |
| 3M | -31.4% | +34.6% | -66.0% | -41.2% |
| 6M | -42.7% | +15.2% | -57.9% | -47.5% |
| YTD | -62.0% | -4.4% | -57.6% | -63.3% |
| 1Y | -72.2% | -17.4% | -54.8% | -72.5% |
| All | -72.2% | -20.0% | -52.2% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling