-40.4%
TOST vs ALK
-33.9%
-6.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | +1.0% |
| 7D | +11.6% | +7.1% | +4.6% | +7.9% |
| 30D | +16.2% | -3.0% | +19.2% | +17.5% |
| 3M | +1.0% | -25.6% | +26.7% | +15.4% |
| 6M | +23.2% | +0.5% | +22.7% | +18.6% |
| YTD | -1.0% | -23.1% | +22.1% | +5.5% |
| 1Y | -9.9% | -7.5% | -2.3% | -14.3% |
| 3Y | +101.0% | +15.3% | +85.7% | +36.3% |
| 5Y | -40.4% | -34.8% | -5.6% | -33.7% |
| All | -40.4% | -33.9% | -6.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling