-0.8%
TOST vs TSLQ
-17.8%
+17.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.4% | -1.0% | +5.9% |
| 7D | +10.7% | +9.8% | +0.9% | +11.5% |
| 30D | +17.7% | -6.0% | +23.8% | +17.3% |
| 3M | +4.6% | -35.0% | +39.6% | +1.4% |
| 6M | +20.3% | -24.9% | +45.2% | +18.0% |
| YTD | -0.4% | -12.7% | +12.3% | +2.8% |
| 1Y | -0.8% | -21.0% | +20.2% | +0.9% |
| All | -0.8% | -17.8% | +17.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling