+143.0%
TOST vs TSLQ
-97.3%
+240.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.0% | +6.0% | -3.3% |
| 7D | -0.9% | -8.6% | +7.7% | -2.2% |
| 30D | -3.5% | -24.9% | +21.4% | -7.6% |
| 3M | +38.1% | -1.5% | +39.7% | +41.5% |
| 6M | +9.9% | -18.1% | +28.0% | +10.3% |
| YTD | -6.3% | -0.1% | -6.1% | -1.3% |
| 1Y | -18.3% | -51.4% | +33.1% | -23.1% |
| 3Y | +59.7% | -95.9% | +155.7% | +18.9% |
| All | +143.0% | -97.3% | +240.3% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling