+63.8%
TOST vs TLN
+678.8%
-615.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.0% | +1.1% | +1.9% | +2.5% |
| 30D | +10.3% | -4.6% | +14.8% | +10.7% |
| 3M | -3.3% | +5.2% | -8.5% | -5.2% |
| 6M | +37.8% | -6.5% | +44.3% | +36.7% |
| YTD | -2.8% | -3.6% | +0.9% | -6.0% |
| 1Y | -9.6% | -8.2% | -1.3% | -11.8% |
| 3Y | +144.6% | +559.7% | -415.0% | -2.8% |
| All | +63.8% | +678.8% | -615.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling