+64.5%
TOST vs TLN
+630.2%
-565.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -2.5% |
| 7D | +9.4% | -1.3% | +10.7% | +9.3% |
| 30D | +13.5% | -10.5% | +24.0% | +15.1% |
| 3M | -0.1% | +0.1% | -0.2% | -1.3% |
| 6M | +22.5% | -17.4% | +39.9% | +24.5% |
| YTD | -2.4% | -9.7% | +7.3% | -4.6% |
| 1Y | -4.7% | -12.3% | +7.6% | -6.5% |
| 3Y | +103.2% | +528.3% | -425.1% | -18.7% |
| All | +64.5% | +630.2% | -565.7% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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