-83.3%
TTD vs TOST
+96.7%
-180.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.7% |
| 7D | +5.2% | +9.4% | -4.2% | +0.2% |
| 30D | +6.9% | +13.5% | -6.5% | 0.0% |
| 3M | -26.8% | -0.1% | -26.7% | -27.2% |
| 6M | -46.1% | +22.5% | -68.6% | -52.4% |
| YTD | -65.9% | -2.4% | -63.6% | -66.3% |
| 1Y | -71.8% | -4.7% | -67.1% | -71.9% |
| 3Y | -83.3% | +103.2% | -186.5% | -87.9% |
| All | -83.3% | +96.7% | -180.0% | -87.9% |
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