-40.4%
TOST vs ALLE
+51.8%
-92.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | +1.0% | +11.4% | -10.4% | -8.2% |
| 6M | +23.2% | +42.5% | -19.4% | -10.1% |
| YTD | -1.0% | +18.9% | -19.9% | -17.9% |
| 1Y | -9.9% | +14.2% | -24.1% | -22.4% |
| 3Y | +101.0% | +90.7% | +10.3% | -5.1% |
| 5Y | -40.4% | +52.5% | -92.9% | -63.0% |
| All | -40.4% | +51.8% | -92.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling