-44.5%
TOST vs ALK
-31.2%
-13.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +9.4% | +9.0% | +0.4% | +4.9% |
| 30D | +13.5% | -1.6% | +15.1% | +14.0% |
| 3M | -0.1% | -23.2% | +23.0% | +12.1% |
| 6M | +22.5% | -3.9% | +26.3% | +20.9% |
| YTD | -2.4% | -22.6% | +20.2% | +3.6% |
| 1Y | -4.7% | -5.3% | +0.6% | -10.5% |
| 3Y | +103.2% | +18.6% | +84.6% | +37.7% |
| 5Y | -41.2% | -34.4% | -6.8% | -40.3% |
| All | -44.5% | -31.2% | -13.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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