-42.8%
TOST vs STRL
+916.0%
-958.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +15.0% | -14.7% | -2.3% |
| 7D | +4.0% | -13.3% | +17.4% | +5.4% |
| 30D | +11.1% | -43.3% | +54.4% | +21.5% |
| 3M | +0.8% | -46.9% | +47.7% | +10.8% |
| 6M | +38.8% | -65.6% | +104.4% | +62.1% |
| YTD | -2.1% | -5.1% | +3.0% | -23.8% |
| 1Y | -6.0% | -23.1% | +17.0% | -21.6% |
| 3Y | +149.8% | +346.8% | -197.1% | -17.1% |
| 5Y | -42.8% | +907.2% | -949.9% | -90.4% |
| All | -42.8% | +916.0% | -958.7% | -90.4% |
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