-46.4%
TOST vs STRL
+1,284.1%
-1,330.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -4.7% | +23.4% | -28.1% | -8.3% |
| 30D | +8.5% | -39.5% | +48.0% | +17.2% |
| 3M | -1.6% | -45.1% | +43.5% | +7.5% |
| 6M | +44.1% | -64.6% | +108.7% | +67.2% |
| YTD | -5.6% | -1.5% | -4.1% | -26.6% |
| 1Y | -12.6% | -20.8% | +8.2% | -27.1% |
| 3Y | +137.6% | +353.1% | -215.6% | -17.9% |
| 5Y | -30.4% | +942.9% | -973.2% | -87.8% |
| All | -46.4% | +1,284.1% | -1,330.5% | -91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling