-4.7%
TOST vs ALK
-6.6%
+1.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +9.4% | +9.0% | +0.4% | +7.5% |
| 30D | +13.5% | -1.6% | +15.1% | +13.4% |
| 3M | -0.1% | -23.2% | +23.0% | +3.9% |
| 6M | +22.5% | -3.9% | +26.3% | +22.4% |
| YTD | -2.4% | -22.6% | +20.2% | +0.6% |
| 1Y | -4.7% | -5.3% | +0.6% | -12.4% |
| All | -4.7% | -6.6% | +1.9% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling