-42.8%
TOST vs ECL
+40.6%
-83.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | +0.8% | +7.8% | -7.0% | -5.7% |
| 6M | +38.8% | +21.3% | +17.5% | +16.4% |
| YTD | -2.1% | +17.8% | -19.9% | -17.2% |
| 1Y | -6.0% | +21.1% | -27.1% | -22.8% |
| 3Y | +149.8% | +80.1% | +69.7% | +28.7% |
| 5Y | -42.8% | +40.5% | -83.2% | -63.4% |
| All | -42.8% | +40.6% | -83.4% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling