+55.7%
LLY vs TOST
-20.0%
+75.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.1% | -3.4% | +1.3% | -1.9% |
| 30D | -1.6% | -2.4% | +0.8% | -1.4% |
| 3M | +2.3% | +34.6% | -32.3% | +0.4% |
| 6M | +14.9% | +15.2% | -0.3% | +13.9% |
| YTD | +7.5% | -4.4% | +11.9% | +9.0% |
| 1Y | +55.7% | -17.4% | +73.1% | +54.3% |
| All | +55.7% | -20.0% | +75.7% | +54.3% |
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