-45.7%
TOST vs ALC
-15.4%
-30.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.7% |
| 7D | -3.4% | -2.1% | -1.3% | -1.9% |
| 30D | -2.4% | -0.1% | -2.3% | -2.6% |
| 3M | +34.6% | +5.9% | +28.7% | +28.3% |
| 6M | +15.2% | -15.9% | +31.1% | +29.5% |
| YTD | -4.4% | -10.1% | +5.7% | +1.8% |
| 1Y | -17.4% | -10.2% | -7.2% | -12.3% |
| 3Y | +54.5% | -13.6% | +68.0% | +56.4% |
| All | -45.7% | -15.4% | -30.3% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling