-45.7%
TOST vs ALK
-25.7%
-20.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.7% |
| 7D | -3.4% | -0.7% | -2.8% | -3.1% |
| 30D | -2.4% | -19.2% | +16.8% | +7.5% |
| 3M | +34.6% | -1.5% | +36.1% | +33.1% |
| 6M | +15.2% | -13.1% | +28.3% | +18.2% |
| YTD | -4.4% | -16.4% | +12.0% | -1.7% |
| 1Y | -17.4% | -33.1% | +15.7% | -4.3% |
| 3Y | +54.5% | +0.6% | +53.8% | +23.9% |
| All | -45.7% | -25.7% | -20.0% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling