-43.8%
TOST vs ALM
+390.7%
-434.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | 0.0% |
| 7D | +11.6% | -14.5% | +26.1% | +12.6% |
| 30D | +16.2% | -39.0% | +55.3% | +19.5% |
| 3M | +1.0% | -40.3% | +41.3% | +3.6% |
| 6M | +23.2% | -60.3% | +83.5% | +28.6% |
| YTD | -1.0% | -9.8% | +8.8% | -3.6% |
| 1Y | -9.9% | +30.8% | -40.6% | -15.0% |
| 3Y | +101.0% | +772.4% | -671.4% | +50.0% |
| 5Y | -40.4% | +390.7% | -431.1% | -54.5% |
| All | -43.8% | +390.7% | -434.5% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling