+153.1%
TOST vs TSLQ
-97.3%
+250.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -2.8% |
| 7D | +9.4% | +19.7% | -10.3% | +13.1% |
| 30D | +13.5% | +4.1% | +9.4% | +14.9% |
| 3M | -0.1% | -30.9% | +30.7% | -5.1% |
| 6M | +22.5% | -13.6% | +36.1% | +23.6% |
| YTD | -2.4% | -2.6% | +0.2% | +3.2% |
| 1Y | -4.7% | -10.4% | +5.7% | +0.1% |
| 3Y | +103.2% | -96.4% | +199.6% | +43.4% |
| All | +153.1% | -97.3% | +250.4% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling