+74.9%
V vs TOST
-48.0%
+122.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.7% | -3.4% | +1.7% | -1.2% |
| 30D | +2.0% | -2.4% | +4.4% | +2.3% |
| 3M | +17.4% | +34.6% | -17.3% | +12.6% |
| 6M | +17.5% | +15.2% | +2.3% | +14.6% |
| YTD | +7.6% | -4.4% | +12.0% | +7.3% |
| 1Y | +7.7% | -17.4% | +25.1% | +9.2% |
| 3Y | +54.7% | +54.5% | +0.2% | +42.0% |
| All | +74.9% | -48.0% | +122.9% | +56.2% |
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 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