-44.5%
TOST vs ALM
+401.2%
-445.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | +9.4% | -6.7% | +16.1% | +9.9% |
| 30D | +13.5% | -32.9% | +46.4% | +16.1% |
| 3M | -0.1% | -39.5% | +39.3% | +2.3% |
| 6M | +22.5% | -62.0% | +84.5% | +28.3% |
| YTD | -2.4% | -7.8% | +5.5% | -5.1% |
| 1Y | -4.7% | +26.7% | -31.4% | -9.9% |
| 3Y | +103.2% | +825.4% | -722.1% | +50.9% |
| 5Y | -41.2% | +401.2% | -442.5% | -55.2% |
| All | -44.5% | +401.2% | -445.8% | -58.0% |
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