-23.4%
TSLL vs TOST
-20.0%
-3.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.9% |
| 7D | +1.9% | -3.4% | +5.3% | +2.9% |
| 30D | +17.8% | -2.4% | +20.2% | +18.4% |
| 3M | -37.0% | +34.6% | -71.6% | -42.8% |
| 6M | -37.7% | +15.2% | -52.9% | -40.9% |
| YTD | -51.4% | -4.4% | -47.0% | -49.6% |
| 1Y | -23.4% | -17.4% | -5.9% | -18.3% |
| All | -23.4% | -20.0% | -3.3% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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