-9.6%
TOST vs ALM
+12.3%
-21.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.6% |
| 7D | +3.0% | -6.3% | +9.3% | +3.0% |
| 30D | +10.3% | -31.4% | +41.7% | +10.7% |
| 3M | -3.3% | -40.6% | +37.3% | -2.8% |
| 6M | +37.8% | -58.6% | +96.4% | +39.4% |
| YTD | -2.8% | -7.6% | +4.8% | -3.6% |
| 1Y | -9.6% | +13.8% | -23.4% | -9.9% |
| All | -9.6% | +12.3% | -21.9% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling