+56.7%
TOST vs STRL
+484.5%
-427.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.6% |
| 7D | -3.4% | +3.4% | -6.8% | -3.8% |
| 30D | -2.4% | -9.2% | +6.8% | -1.6% |
| 3M | +34.6% | -51.0% | +85.7% | +45.8% |
| 6M | +15.2% | +15.8% | -0.6% | +0.7% |
| YTD | -4.4% | +58.9% | -63.3% | -25.1% |
| 1Y | -17.4% | +68.5% | -85.9% | -38.2% |
| All | +56.7% | +484.5% | -427.8% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling