-43.8%
TOST vs ALLE
+46.9%
-90.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +1.7% |
| 7D | +11.6% | 0.0% | +11.6% | +11.6% |
| 30D | +16.2% | +20.6% | -4.3% | -0.8% |
| 3M | +1.0% | +11.4% | -10.4% | -8.1% |
| 6M | +23.2% | +42.5% | -19.4% | -9.8% |
| YTD | -1.0% | +18.9% | -19.9% | -17.8% |
| 1Y | -9.9% | +14.2% | -24.1% | -22.3% |
| 3Y | +101.0% | +90.7% | +10.3% | -3.7% |
| 5Y | -40.4% | +52.5% | -92.9% | -63.8% |
| All | -43.8% | +46.9% | -90.7% | -65.9% |
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