+103.2%
TOST vs ALK
+16.0%
+87.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +9.4% | +9.0% | +0.4% | +6.4% |
| 30D | +13.5% | -1.6% | +15.1% | +13.8% |
| 3M | -0.1% | -23.2% | +23.0% | +7.8% |
| 6M | +22.5% | -3.9% | +26.3% | +21.8% |
| YTD | -2.4% | -22.6% | +20.2% | +2.4% |
| 1Y | -4.7% | -5.3% | +0.6% | -8.1% |
| 3Y | +103.2% | +18.6% | +84.6% | +78.8% |
| All | +103.2% | +16.0% | +87.3% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling