-62.3%
U vs TOST
-47.1%
-15.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +24.4% | +3.0% | +21.4% | +22.1% |
| 30D | +7.4% | +10.3% | -2.9% | +1.0% |
| 3M | +16.8% | -3.3% | +20.1% | +18.2% |
| 6M | +78.8% | +37.8% | +41.0% | +45.1% |
| YTD | +14.0% | -2.8% | +16.8% | +13.3% |
| 1Y | +16.7% | -9.6% | +26.3% | +20.6% |
| 3Y | +86.4% | +144.6% | -58.3% | -6.3% |
| 5Y | -71.5% | -31.0% | -40.5% | -81.9% |
| All | -62.3% | -47.1% | -15.2% | -76.2% |
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