-40.4%
TOST vs STRL
+788.2%
-828.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.9% | +13.3% | +1.8% |
| 7D | +11.6% | -34.6% | +46.2% | +19.0% |
| 30D | +16.2% | -56.7% | +72.9% | +33.7% |
| 3M | +1.0% | -54.4% | +55.5% | +14.2% |
| 6M | +23.2% | -69.7% | +92.9% | +45.9% |
| YTD | -1.0% | -20.2% | +19.2% | -20.3% |
| 1Y | -9.9% | -40.6% | +30.7% | -19.6% |
| 3Y | +101.0% | +221.7% | -120.6% | -26.0% |
| 5Y | -40.4% | +799.0% | -839.4% | -90.2% |
| All | -40.4% | +788.2% | -828.6% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling