+64.6%
TOST vs TLN
+710.8%
-646.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.2% | +3.9% |
| 7D | 0.0% | +11.0% | -11.0% | -1.7% |
| 30D | +16.2% | +4.9% | +11.3% | +14.7% |
| 3M | -1.5% | +4.9% | -6.4% | -3.3% |
| 6M | +55.3% | +7.1% | +48.2% | +49.6% |
| YTD | -2.3% | +0.3% | -2.6% | -6.3% |
| 1Y | -5.5% | +5.9% | -11.4% | -11.2% |
| 3Y | +151.1% | +578.5% | -427.4% | -0.6% |
| All | +64.6% | +710.8% | -646.2% | -36.2% |
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