-44.8%
TOST vs STRL
+1,228.9%
-1,273.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +3.0% | -19.8% | +22.8% | +5.8% |
| 30D | +10.3% | -43.6% | +53.8% | +20.6% |
| 3M | -3.3% | -45.2% | +41.9% | +5.5% |
| 6M | +37.8% | -65.7% | +103.5% | +60.7% |
| YTD | -2.8% | -5.4% | +2.7% | -23.9% |
| 1Y | -9.6% | -24.7% | +15.1% | -23.8% |
| 3Y | +144.6% | +335.0% | -190.4% | -14.8% |
| 5Y | -31.0% | +915.3% | -946.3% | -87.9% |
| All | -44.8% | +1,228.9% | -1,273.6% | -90.8% |
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