-44.8%
TOST vs ALC
-11.1%
-33.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | +3.0% | +2.3% | +0.6% | +1.2% |
| 30D | +10.3% | +15.5% | -5.3% | -1.0% |
| 3M | -3.3% | +0.6% | -3.9% | -3.9% |
| 6M | +37.8% | +18.4% | +19.4% | +20.2% |
| YTD | -2.8% | -5.6% | +2.8% | -0.3% |
| 1Y | -9.6% | 0.0% | -9.6% | -11.7% |
| 3Y | +144.6% | +2.8% | +141.8% | +107.0% |
| 5Y | -31.0% | -8.8% | -22.2% | -28.2% |
| All | -44.8% | -11.1% | -33.7% | -37.6% |
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