-60.9%
TSLL vs TOST
-6.2%
-54.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.6% | -21.3% | -21.8% |
| 7D | -28.9% | +11.6% | -40.5% | -30.7% |
| 30D | -21.4% | +16.2% | -37.7% | -24.5% |
| 3M | +5.0% | +1.0% | +3.9% | +4.3% |
| 6M | -36.6% | +23.2% | -59.8% | -40.9% |
| YTD | -56.6% | -1.0% | -55.7% | -55.6% |
| 1Y | -60.9% | -9.9% | -51.0% | -56.7% |
| All | -60.9% | -6.2% | -54.7% | -56.7% |
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