-44.4%
TOST vs ALM
+441.7%
-486.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.8% | -0.2% |
| 7D | +4.0% | +0.7% | +3.3% | +3.9% |
| 30D | +11.1% | -26.1% | +37.1% | +12.9% |
| 3M | +0.8% | -38.1% | +39.0% | +3.2% |
| 6M | +38.8% | -55.4% | +94.2% | +43.9% |
| YTD | -2.1% | -0.4% | -1.7% | -5.3% |
| 1Y | -6.0% | +25.4% | -31.4% | -10.9% |
| 3Y | +149.8% | +907.8% | -758.0% | +84.4% |
| 5Y | -42.8% | +440.2% | -482.9% | -56.5% |
| All | -44.4% | +441.7% | -486.0% | -58.1% |
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