-43.4%
TOST vs ALLE
+51.3%
-94.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +4.1% |
| 7D | +10.7% | +6.7% | +4.1% | +5.2% |
| 30D | +17.7% | +25.4% | -7.6% | -2.5% |
| 3M | +4.6% | +16.9% | -12.3% | -8.4% |
| 6M | +20.3% | +46.6% | -26.3% | -13.8% |
| YTD | -0.4% | +22.4% | -22.8% | -19.1% |
| 1Y | -0.8% | +17.7% | -18.5% | -16.4% |
| 3Y | +102.2% | +96.3% | +5.9% | -5.3% |
| 5Y | -41.3% | +57.4% | -98.7% | -65.2% |
| All | -43.4% | +51.3% | -94.7% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling