-44.4%
TOST vs ALL
+118.5%
-162.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.0% | -3.9% | +7.9% | +5.6% |
| 30D | +11.1% | +10.6% | +0.4% | +7.0% |
| 3M | +0.8% | -4.6% | +5.4% | +2.5% |
| 6M | +38.8% | +20.2% | +18.6% | +29.3% |
| YTD | -2.1% | +23.7% | -25.8% | -10.3% |
| 1Y | -6.0% | +27.9% | -33.9% | -15.1% |
| 3Y | +149.8% | +109.2% | +40.6% | +80.3% |
| 5Y | -42.8% | +148.0% | -190.8% | -63.1% |
| All | -44.4% | +118.5% | -162.9% | -61.2% |
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