-3.8%
TSLL vs TOST
+100.6%
-104.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.5% | -11.8% | -9.9% |
| 7D | -9.4% | +10.7% | -20.2% | -15.8% |
| 30D | +1.6% | +17.7% | -16.2% | -10.1% |
| 3M | +29.4% | +4.6% | +24.8% | +22.7% |
| 6M | -20.1% | +20.3% | -40.4% | -33.9% |
| YTD | -44.5% | -0.4% | -44.1% | -47.8% |
| 1Y | -46.0% | -0.8% | -45.3% | -49.2% |
| All | -3.8% | +100.6% | -104.4% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling