-44.5%
TOST vs ALLE
+50.8%
-95.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.7% |
| 7D | 0.0% | +3.6% | -3.5% | -2.7% |
| 30D | +16.2% | +25.9% | -9.7% | -4.0% |
| 3M | -1.5% | +15.8% | -17.3% | -13.1% |
| 6M | +55.3% | +48.1% | +7.2% | +9.9% |
| YTD | -2.3% | +22.0% | -24.3% | -20.5% |
| 1Y | -5.5% | +18.0% | -23.6% | -20.8% |
| 3Y | +151.1% | +93.1% | +58.0% | +19.7% |
| 5Y | -27.9% | +52.1% | -80.0% | -56.7% |
| All | -44.5% | +50.8% | -95.3% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling