-83.1%
TTD vs TOST
-46.1%
-36.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | -1.9% | +11.6% | -13.5% | -7.8% |
| 30D | +7.5% | +16.2% | -8.8% | -1.2% |
| 3M | -32.4% | +1.0% | -33.5% | -33.2% |
| 6M | -47.9% | +23.2% | -71.1% | -54.4% |
| YTD | -66.3% | -1.0% | -65.3% | -66.8% |
| 1Y | -73.1% | -9.9% | -63.3% | -72.3% |
| 3Y | -83.8% | +101.0% | -184.8% | -89.9% |
| 5Y | -81.3% | -40.4% | -40.9% | -83.4% |
| All | -83.1% | -46.1% | -36.9% | -84.8% |
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