-40.4%
TOST vs ALC
-8.7%
-31.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.1% |
| 7D | +11.6% | +7.6% | +4.0% | +5.7% |
| 30D | +16.2% | +21.1% | -4.9% | +0.9% |
| 3M | +1.0% | +8.5% | -7.4% | -5.1% |
| 6M | +23.2% | +2.8% | +20.4% | +18.8% |
| YTD | -1.0% | -2.4% | +1.4% | -0.9% |
| 1Y | -9.9% | +3.5% | -13.4% | -14.2% |
| 3Y | +101.0% | +4.2% | +96.8% | +69.9% |
| 5Y | -40.4% | -9.0% | -31.4% | -33.4% |
| All | -40.4% | -8.7% | -31.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling