-44.5%
TOST vs ECL
+44.9%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | +0.1% |
| 7D | +9.4% | -0.8% | +10.2% | +10.2% |
| 30D | +13.5% | +8.1% | +5.4% | +5.9% |
| 3M | -0.1% | +6.4% | -6.5% | -5.5% |
| 6M | +22.5% | +14.8% | +7.7% | +7.7% |
| YTD | -2.4% | +15.5% | -17.8% | -16.0% |
| 1Y | -4.7% | +20.1% | -24.8% | -21.4% |
| 3Y | +103.2% | +77.8% | +25.5% | +5.1% |
| 5Y | -41.2% | +37.9% | -79.1% | -60.3% |
| All | -44.5% | +44.9% | -89.4% | -64.9% |
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