-0.8%
TOST vs STRL
-30.1%
+29.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -21.5% | +26.9% | +3.7% |
| 7D | +10.7% | -27.1% | +37.8% | +8.4% |
| 30D | +17.7% | -45.8% | +63.5% | +13.0% |
| 3M | +4.6% | -47.6% | +52.2% | +0.3% |
| 6M | +20.3% | -46.4% | +66.7% | +14.9% |
| YTD | -0.4% | -7.4% | +7.0% | -8.2% |
| 1Y | -0.8% | -25.9% | +25.1% | -3.2% |
| All | -0.8% | -30.1% | +29.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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