-67.9%
U vs TOST
-41.7%
-26.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.6% | +15.5% | +15.3% |
| 7D | +24.3% | +11.6% | +12.6% | +15.8% |
| 30D | +8.6% | +16.2% | -7.7% | -1.5% |
| 3M | +37.6% | +1.0% | +36.5% | +35.4% |
| 6M | +78.5% | +23.2% | +55.3% | +51.5% |
| YTD | +10.5% | -1.0% | +11.5% | +8.5% |
| 1Y | +15.2% | -9.9% | +25.1% | +19.6% |
| 3Y | +76.6% | +101.0% | -24.5% | -3.5% |
| 5Y | -67.9% | -40.4% | -27.5% | -78.8% |
| All | -67.9% | -41.7% | -26.2% | -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