-44.5%
TOST vs ALB
-52.0%
+7.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +9.4% | +9.1% | +0.4% | +6.3% |
| 30D | +13.5% | -3.4% | +16.9% | +14.6% |
| 3M | -0.1% | -20.6% | +20.5% | +7.0% |
| 6M | +22.5% | -48.2% | +70.6% | +49.8% |
| YTD | -2.4% | -29.2% | +26.9% | +2.2% |
| 1Y | -4.7% | +10.0% | -14.7% | -17.3% |
| 3Y | +103.2% | -12.9% | +116.1% | +68.8% |
| 5Y | -41.2% | -61.3% | +20.0% | -27.0% |
| All | -44.5% | -52.0% | +7.4% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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