-12.6%
TOST vs TSLQ
-29.0%
+16.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.9% |
| 7D | -4.7% | -26.6% | +21.9% | -6.1% |
| 30D | +8.5% | -17.5% | +26.0% | +7.7% |
| 3M | -1.6% | -41.7% | +40.1% | -4.4% |
| 6M | +44.1% | -16.9% | +61.0% | +45.5% |
| YTD | -5.6% | -21.9% | +16.3% | -4.5% |
| 1Y | -12.6% | -32.5% | +19.9% | -13.5% |
| All | -12.6% | -29.0% | +16.4% | -13.5% |
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