-29.5%
TOST vs ALLE
+54.3%
-83.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.9% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | +8.9% | +27.4% | -18.5% | -11.0% |
| 3M | -2.2% | +13.8% | -16.1% | -12.6% |
| 6M | +41.0% | +45.5% | -4.5% | +1.0% |
| YTD | -4.0% | +21.4% | -25.4% | -21.7% |
| 1Y | -9.6% | +15.4% | -25.0% | -22.6% |
| 3Y | +141.7% | +91.7% | +50.0% | +14.5% |
| 5Y | -29.5% | +54.5% | -84.0% | -56.7% |
| All | -29.5% | +54.3% | -83.8% | -56.7% |
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