-84.6%
TTD vs TOST
-40.0%
-44.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.3% | +15.2% | +15.3% |
| 7D | +19.0% | +4.0% | +14.9% | +16.3% |
| 30D | +23.6% | +11.1% | +12.5% | +16.5% |
| 3M | +8.2% | +0.8% | +7.3% | +6.9% |
| 6M | -35.3% | +38.8% | -74.1% | -46.6% |
| YTD | -60.7% | -2.1% | -58.6% | -61.1% |
| 1Y | -65.3% | -6.0% | -59.3% | -65.0% |
| 3Y | -80.6% | +149.8% | -230.3% | -89.4% |
| 5Y | -84.6% | -42.8% | -41.9% | -84.6% |
| All | -84.6% | -40.0% | -44.6% | -84.6% |
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