-56.8%
TSLL vs TOST
+100.1%
-156.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +9.5% |
| 7D | -21.2% | +9.4% | -30.7% | -26.0% |
| 30D | -13.3% | +13.5% | -26.8% | -21.0% |
| 3M | +15.4% | -0.1% | +15.5% | +13.1% |
| 6M | -34.2% | +22.5% | -56.7% | -45.9% |
| YTD | -52.9% | -2.4% | -50.5% | -55.4% |
| 1Y | -54.3% | -4.7% | -49.6% | -56.0% |
| 3Y | -18.4% | +103.2% | -121.6% | -49.4% |
| All | -56.8% | +100.1% | -156.9% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling