-17.4%
TOST vs ALLE
-5.8%
-11.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | -2.4% | -6.8% | +4.4% | -0.9% |
| 3M | +34.6% | +21.0% | +13.6% | +28.8% |
| 6M | +15.2% | +1.1% | +14.1% | +13.5% |
| YTD | -4.4% | -0.5% | -3.9% | -8.9% |
| 1Y | -17.4% | -7.3% | -10.2% | -17.7% |
| All | -17.4% | -5.8% | -11.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling