-35.4%
TLT vs TOST
-48.0%
+12.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | -3.4% | +3.0% | -0.3% |
| 30D | -0.6% | -2.4% | +1.9% | -0.5% |
| 3M | -2.7% | +34.6% | -37.3% | -3.6% |
| 6M | -5.6% | +15.2% | -20.8% | -6.1% |
| YTD | -2.8% | -4.4% | +1.6% | -2.9% |
| 1Y | -1.4% | -17.4% | +16.0% | -1.2% |
| 3Y | -1.6% | +54.5% | -56.0% | -4.3% |
| All | -35.4% | -48.0% | +12.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling