-37.1%
TLT vs TOST
-46.9%
+9.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.5% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +1.0% | +16.2% | -15.1% | +0.6% |
| 3M | -2.7% | -1.5% | -1.2% | -2.7% |
| 6M | -4.1% | +55.3% | -59.5% | -5.4% |
| YTD | -5.4% | -2.3% | -3.0% | -5.5% |
| 1Y | -7.0% | -5.5% | -1.5% | -7.1% |
| 3Y | +2.8% | +151.1% | -148.3% | -1.2% |
| 5Y | -35.4% | -27.9% | -7.4% | -36.3% |
| All | -37.1% | -46.9% | +9.8% | -36.7% |
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