-35.4%
TLT vs TOST
-46.9%
+11.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | +9.4% | -9.3% | -0.2% |
| 30D | +6.2% | +13.5% | -7.3% | +5.8% |
| 3M | +0.1% | -0.1% | +0.2% | 0.0% |
| 6M | -3.0% | +22.5% | -25.4% | -3.7% |
| YTD | -2.7% | -2.4% | -0.4% | -2.9% |
| 1Y | -4.8% | -4.7% | -0.1% | -5.0% |
| 3Y | +6.9% | +103.2% | -96.3% | +3.2% |
| 5Y | -34.5% | -41.2% | +6.8% | -34.6% |
| All | -35.4% | -46.9% | +11.5% | -34.9% |
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 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