-5.5%
TOST vs STRL
-22.7%
+17.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.5% | +3.2% |
| 7D | 0.0% | +15.7% | -15.6% | +1.6% |
| 30D | +16.2% | -35.5% | +51.6% | +12.0% |
| 3M | -1.5% | -47.1% | +45.6% | -6.7% |
| 6M | +55.3% | -65.8% | +121.1% | +42.7% |
| YTD | -2.3% | -4.5% | +2.2% | -0.2% |
| 1Y | -5.5% | -10.5% | +4.9% | -3.9% |
| All | -5.5% | -22.7% | +17.1% | -3.9% |
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