-44.8%
TOST vs ALB
-54.1%
+9.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.7% |
| 7D | +3.0% | +5.3% | -2.3% | +1.2% |
| 30D | +10.3% | -6.3% | +16.5% | +12.4% |
| 3M | -3.3% | -27.4% | +24.1% | +6.8% |
| 6M | +37.8% | -53.1% | +90.9% | +74.7% |
| YTD | -2.8% | -32.3% | +29.5% | +3.3% |
| 1Y | -9.6% | -7.3% | -2.3% | -16.1% |
| 3Y | +144.6% | -14.9% | +159.6% | +102.9% |
| 5Y | -31.0% | -62.0% | +31.1% | -15.0% |
| All | -44.8% | -54.1% | +9.3% | -37.0% |
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