-43.8%
TOST vs ECL
+47.4%
-91.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +2.0% |
| 7D | +11.6% | +1.7% | +10.0% | +10.1% |
| 30D | +16.2% | +8.9% | +7.3% | +7.7% |
| 3M | +1.0% | +7.4% | -6.4% | -5.2% |
| 6M | +23.2% | +19.3% | +3.9% | +4.6% |
| YTD | -1.0% | +17.4% | -18.4% | -16.1% |
| 1Y | -9.9% | +19.4% | -29.3% | -25.0% |
| 3Y | +101.0% | +80.5% | +20.5% | +2.6% |
| 5Y | -40.4% | +40.2% | -80.6% | -60.4% |
| All | -43.8% | +47.4% | -91.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling