+6.9%
TLT vs TOST
+96.7%
-89.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | +9.4% | -9.3% | -0.1% |
| 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% | -3.6% |
| YTD | -2.7% | -2.4% | -0.4% | -3.0% |
| 1Y | -4.8% | -4.7% | -0.1% | -5.0% |
| 3Y | +6.9% | +103.2% | -96.3% | +0.7% |
| All | +6.9% | +96.7% | -89.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling