-45.7%
TOST vs ALLE
+22.9%
-68.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.8% |
| 7D | -3.4% | -0.2% | -3.2% | -3.2% |
| 30D | -2.4% | -6.8% | +4.4% | +3.1% |
| 3M | +34.6% | +21.0% | +13.6% | +13.2% |
| 6M | +15.2% | +1.1% | +14.1% | +12.0% |
| YTD | -4.4% | -0.5% | -3.9% | -7.7% |
| 1Y | -17.4% | -7.3% | -10.2% | -14.9% |
| 3Y | +54.5% | +42.3% | +12.2% | -2.0% |
| All | -45.7% | +22.9% | -68.6% | -61.7% |
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