-0.8%
TOST vs ALLE
+18.6%
-19.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.1% |
| 7D | +10.7% | +6.7% | +4.1% | +9.2% |
| 30D | +17.7% | +25.4% | -7.6% | +11.8% |
| 3M | +4.6% | +16.9% | -12.3% | +0.5% |
| 6M | +20.3% | +46.6% | -26.3% | +11.6% |
| YTD | -0.4% | +22.4% | -22.8% | -10.4% |
| 1Y | -0.8% | +17.7% | -18.5% | -7.2% |
| All | -0.8% | +18.6% | -19.3% | -7.2% |
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