-46.4%
TOST vs ALM
+371.0%
-417.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.3% |
| 7D | -4.7% | -4.0% | -0.6% | -4.5% |
| 30D | +8.5% | -30.5% | +39.0% | +10.7% |
| 3M | -1.6% | -46.9% | +45.3% | +1.7% |
| 6M | +44.1% | -65.5% | +109.6% | +51.9% |
| YTD | -5.6% | -13.4% | +7.8% | -7.9% |
| 1Y | -12.6% | +9.8% | -22.4% | -16.5% |
| 3Y | +137.6% | +783.1% | -645.5% | +76.6% |
| 5Y | -30.4% | +378.3% | -408.7% | -46.8% |
| All | -46.4% | +371.0% | -417.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling