+42.0%
LLY vs TOST
-7.5%
+49.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | +0.7% |
| 7D | +6.6% | 0.0% | +6.6% | +6.6% |
| 30D | +19.4% | +16.2% | +3.2% | +17.4% |
| 3M | +19.6% | -1.5% | +21.1% | +19.4% |
| 6M | +42.6% | +55.3% | -12.7% | +37.4% |
| YTD | +35.0% | -2.3% | +37.3% | +39.3% |
| 1Y | +42.0% | -5.5% | +47.5% | +46.5% |
| All | +42.0% | -7.5% | +49.5% | +46.5% |
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