-44.0%
TSLL vs TOST
-10.2%
-33.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.0% |
| 7D | +0.5% | -3.6% | +4.1% | +1.2% |
| 30D | +2.7% | +8.9% | -6.2% | +0.5% |
| 3M | +26.3% | -2.2% | +28.5% | +26.4% |
| 6M | -37.2% | +41.0% | -78.1% | -42.9% |
| YTD | -44.2% | -4.0% | -40.3% | -43.0% |
| 1Y | -44.0% | -9.6% | -34.4% | -39.6% |
| All | -44.0% | -10.2% | -33.7% | -39.6% |
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