+47.0%
LLY vs TOST
+20.9%
+26.0%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.1% |
| 7D | +10.1% | +10.7% | -0.7% | +8.5% |
| 30D | +24.0% | +17.7% | +6.3% | +21.2% |
| 3M | +27.3% | +4.6% | +22.7% | +26.2% |
| 6M | +47.0% | +20.3% | +26.7% | +43.2% |
| All | +47.0% | +20.9% | +26.0% | +43.2% |
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