-0.8%
TOST vs ECL
+23.8%
-24.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.1% | +3.9% |
| 7D | +10.7% | +7.7% | +3.0% | +7.2% |
| 30D | +17.7% | +13.7% | +4.0% | +11.6% |
| 3M | +4.6% | +11.6% | -6.9% | 0.0% |
| 6M | +20.3% | +23.9% | -3.6% | +11.5% |
| YTD | -0.4% | +21.0% | -21.4% | -12.6% |
| 1Y | -0.8% | +23.1% | -23.9% | -14.0% |
| All | -0.8% | +23.8% | -24.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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