-44.5%
TOST vs ALLE
+45.6%
-90.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.7% |
| 7D | +9.4% | -0.6% | +10.0% | +10.0% |
| 30D | +13.5% | +25.3% | -11.9% | -5.9% |
| 3M | -0.1% | +10.3% | -10.4% | -8.5% |
| 6M | +22.5% | +38.0% | -15.6% | -7.8% |
| YTD | -2.4% | +17.8% | -20.1% | -18.3% |
| 1Y | -4.7% | +13.6% | -18.3% | -17.5% |
| 3Y | +103.2% | +89.2% | +14.0% | -2.1% |
| 5Y | -41.2% | +51.1% | -92.3% | -64.1% |
| All | -44.5% | +45.6% | -90.1% | -66.1% |
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