+134.1%
LLY vs TOST
+99.4%
+34.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.7% |
| 7D | -0.7% | +11.6% | -12.3% | -1.7% |
| 30D | +17.9% | +16.2% | +1.7% | +16.2% |
| 3M | +16.8% | +1.0% | +15.8% | +16.5% |
| 6M | +38.4% | +23.2% | +15.2% | +35.5% |
| YTD | +27.6% | -1.0% | +28.6% | +27.2% |
| 1Y | +48.3% | -9.9% | +58.2% | +49.0% |
| All | +134.1% | +99.4% | +34.6% | +121.7% |
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 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