-37.7%
TSLL vs TOST
+16.9%
-54.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.9% |
| 7D | +1.9% | -3.4% | +5.3% | +2.4% |
| 30D | +17.8% | -2.4% | +20.2% | +17.9% |
| 3M | -37.0% | +34.6% | -71.6% | -39.2% |
| 6M | -37.7% | +15.2% | -52.9% | -36.7% |
| All | -37.7% | +16.9% | -54.6% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling