-68.8%
U vs TOST
-48.0%
-20.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.8% | -3.4% | -0.4% | -1.7% |
| 30D | +17.5% | -2.4% | +19.9% | +18.9% |
| 3M | +38.7% | +34.6% | +4.1% | +15.0% |
| 6M | +104.4% | +15.2% | +89.2% | +82.9% |
| YTD | -5.7% | -4.4% | -1.3% | -4.7% |
| 1Y | +3.7% | -17.4% | +21.1% | +14.4% |
| 3Y | +12.3% | +54.5% | -42.1% | -24.1% |
| All | -68.8% | -48.0% | -20.8% | -79.9% |
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