-43.8%
TOST vs STLA
-68.3%
+24.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.0% |
| 7D | +11.6% | -5.5% | +17.2% | +13.8% |
| 30D | +16.2% | -3.7% | +19.9% | +17.3% |
| 3M | +1.0% | -21.1% | +22.2% | +8.8% |
| 6M | +23.2% | -38.3% | +61.5% | +43.6% |
| YTD | -1.0% | -59.2% | +58.2% | +32.4% |
| 1Y | -9.9% | -56.7% | +46.8% | +16.6% |
| 3Y | +101.0% | -74.3% | +175.4% | +211.0% |
| 5Y | -40.4% | -70.2% | +29.8% | -29.4% |
| All | -43.8% | -68.3% | +24.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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