-44.5%
TOST vs ALC
-10.0%
-34.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | +0.2% |
| 7D | +9.4% | +4.9% | +4.6% | +5.6% |
| 30D | +13.5% | +19.0% | -5.5% | -0.3% |
| 3M | -0.1% | +7.8% | -7.9% | -5.8% |
| 6M | +22.5% | +14.6% | +7.9% | +9.7% |
| YTD | -2.4% | -4.4% | +2.1% | -0.7% |
| 1Y | -4.7% | +1.4% | -6.1% | -7.9% |
| 3Y | +103.2% | +2.5% | +100.7% | +73.4% |
| 5Y | -41.2% | -10.9% | -30.3% | -33.3% |
| All | -44.5% | -10.0% | -34.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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