-19.9%
TOST vs TSLQ
-49.1%
+29.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -3.9% | -1.4% |
| 7D | -5.9% | +5.7% | -11.5% | -5.4% |
| 30D | -8.4% | -21.1% | +12.7% | -9.9% |
| 3M | +31.4% | -11.5% | +43.0% | +31.8% |
| 6M | +10.5% | -14.9% | +25.4% | +10.5% |
| YTD | -10.1% | +2.4% | -12.5% | -7.4% |
| 1Y | -19.9% | -49.8% | +29.8% | -16.9% |
| All | -19.9% | -49.1% | +29.1% | -16.9% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling