-44.4%
TOST vs ECL
+47.8%
-92.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -1.5% |
| 7D | +4.0% | -0.5% | +4.6% | +4.5% |
| 30D | +11.1% | +8.8% | +2.2% | +3.0% |
| 3M | +0.8% | +7.8% | -7.0% | -5.8% |
| 6M | +38.8% | +21.3% | +17.5% | +16.2% |
| YTD | -2.1% | +17.8% | -19.9% | -17.3% |
| 1Y | -6.0% | +21.1% | -27.1% | -22.9% |
| 3Y | +149.8% | +80.1% | +69.7% | +28.2% |
| 5Y | -42.8% | +40.5% | -83.2% | -62.0% |
| All | -44.4% | +47.8% | -92.2% | -65.4% |
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