-48.9%
TOST vs ALNY
+33.6%
-82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.5% |
| 7D | -5.9% | -6.4% | +0.6% | -4.2% |
| 30D | -8.4% | +11.9% | -20.3% | -11.3% |
| 3M | +31.4% | -15.0% | +46.4% | +34.3% |
| 6M | +10.5% | -23.2% | +33.7% | +15.8% |
| YTD | -10.1% | -37.8% | +27.7% | -0.1% |
| 1Y | -19.9% | -47.3% | +27.3% | -7.0% |
| 3Y | +53.3% | +22.9% | +30.4% | +28.5% |
| All | -48.9% | +33.6% | -82.5% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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