-4.7%
TOST vs ALLE
+13.1%
-17.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +9.4% | -0.6% | +10.0% | +9.6% |
| 30D | +13.5% | +25.3% | -11.9% | +8.1% |
| 3M | -0.1% | +10.3% | -10.4% | -2.8% |
| 6M | +22.5% | +38.0% | -15.6% | +14.9% |
| YTD | -2.4% | +17.8% | -20.1% | -11.2% |
| 1Y | -4.7% | +13.6% | -18.3% | -10.9% |
| All | -4.7% | +13.1% | -17.8% | -10.9% |
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 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