-55.4%
TSLL vs TOST
+95.9%
-151.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.9% |
| 7D | +1.9% | -3.4% | +5.3% | +4.0% |
| 30D | +17.8% | -2.4% | +20.2% | +19.2% |
| 3M | -37.0% | +34.6% | -71.6% | -48.7% |
| 6M | -37.7% | +15.2% | -52.9% | -45.7% |
| YTD | -51.4% | -4.4% | -47.0% | -52.5% |
| 1Y | -23.4% | -17.4% | -5.9% | -17.5% |
| 3Y | -30.8% | +54.5% | -85.2% | -48.7% |
| All | -55.4% | +95.9% | -151.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling