-44.5%
TOST vs STRL
+1,060.3%
-1,104.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.0% |
| 7D | +9.4% | -26.9% | +36.3% | +14.3% |
| 30D | +13.5% | -52.7% | +66.2% | +28.3% |
| 3M | -0.1% | -52.8% | +52.7% | +12.0% |
| 6M | +22.5% | -71.5% | +93.9% | +47.7% |
| YTD | -2.4% | -17.4% | +15.1% | -21.6% |
| 1Y | -4.7% | -35.0% | +30.3% | -17.2% |
| 3Y | +103.2% | +239.2% | -136.0% | -24.3% |
| 5Y | -41.2% | +830.2% | -871.4% | -89.4% |
| All | -44.5% | +1,060.3% | -1,104.8% | -90.6% |
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