-61.5%
U vs TOST
-46.7%
-14.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +32.3% | +4.0% | +28.3% | +29.0% |
| 30D | +9.7% | +11.1% | -1.3% | +2.7% |
| 3M | +19.6% | +0.8% | +18.8% | +17.9% |
| 6M | +82.6% | +38.8% | +43.8% | +47.6% |
| YTD | +16.4% | -2.1% | +18.5% | +15.2% |
| 1Y | +28.5% | -6.0% | +34.5% | +29.8% |
| 3Y | +103.8% | +149.8% | -46.0% | +1.1% |
| 5Y | -70.0% | -42.8% | -27.3% | -81.3% |
| All | -61.5% | -46.7% | -14.8% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling