-44.5%
TOST vs ALL
+119.4%
-164.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.3% |
| 7D | +9.4% | -1.9% | +11.4% | +10.3% |
| 30D | +13.5% | +13.8% | -0.3% | +8.2% |
| 3M | -0.1% | -7.0% | +6.8% | +2.5% |
| 6M | +22.5% | +18.0% | +4.4% | +14.8% |
| YTD | -2.4% | +24.2% | -26.6% | -10.6% |
| 1Y | -4.7% | +31.2% | -35.9% | -14.8% |
| 3Y | +103.2% | +107.5% | -4.3% | +47.3% |
| 5Y | -41.2% | +144.8% | -186.0% | -61.8% |
| All | -44.5% | +119.4% | -164.0% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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