-68.4%
U vs TOST
-38.4%
-30.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.4% |
| 7D | +36.6% | +9.4% | +27.1% | +28.8% |
| 30D | +13.3% | +13.5% | -0.2% | +4.3% |
| 3M | +26.2% | -0.1% | +26.3% | +25.0% |
| 6M | +88.7% | +22.5% | +66.3% | +60.7% |
| YTD | +16.6% | -2.4% | +18.9% | +15.4% |
| 1Y | +29.0% | -4.7% | +33.7% | +29.0% |
| 3Y | +99.5% | +103.2% | -3.7% | +7.8% |
| All | -68.4% | -38.4% | -30.0% | -78.8% |
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 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