-44.5%
TOST vs ECL
+49.0%
-93.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.0% |
| 7D | 0.0% | +2.9% | -2.8% | -2.4% |
| 30D | +16.2% | +7.5% | +8.7% | +9.0% |
| 3M | -1.5% | +12.2% | -13.8% | -11.2% |
| 6M | +55.3% | +24.6% | +30.7% | +26.9% |
| YTD | -2.3% | +18.8% | -21.1% | -18.1% |
| 1Y | -5.5% | +19.3% | -24.9% | -21.3% |
| 3Y | +151.1% | +78.2% | +72.9% | +30.8% |
| 5Y | -27.9% | +38.8% | -66.7% | -51.4% |
| All | -44.5% | +49.0% | -93.5% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling