-30.4%
TOST vs ALC
-9.8%
-20.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.1% |
| 7D | -4.7% | -6.2% | +1.5% | -0.2% |
| 30D | +8.5% | +14.0% | -5.5% | -1.2% |
| 3M | -1.6% | -2.4% | +0.8% | 0.0% |
| 6M | +44.1% | +12.6% | +31.5% | +31.2% |
| YTD | -5.6% | -8.4% | +2.8% | -1.0% |
| 1Y | -12.6% | -9.1% | -3.4% | -7.9% |
| 3Y | +137.6% | -0.3% | +137.8% | +107.4% |
| 5Y | -30.4% | -9.9% | -20.4% | -28.4% |
| All | -30.4% | -9.8% | -20.6% | -28.4% |
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