-36.2%
TLT vs TOST
-47.1%
+10.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -0.3% | +3.0% | -3.2% | -0.4% |
| 30D | +3.7% | +10.3% | -6.5% | +3.4% |
| 3M | -0.7% | -3.3% | +2.6% | -0.6% |
| 6M | -4.2% | +37.8% | -42.0% | -5.1% |
| YTD | -4.0% | -2.8% | -1.2% | -4.2% |
| 1Y | -5.8% | -9.6% | +3.8% | -5.8% |
| 3Y | +4.1% | +144.6% | -140.5% | 0.0% |
| 5Y | -34.8% | -31.0% | -3.8% | -35.6% |
| All | -36.2% | -47.1% | +10.9% | -35.7% |
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