-45.7%
TOST vs ECL
+34.2%
-79.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -2.6% | -0.8% | -1.1% |
| 30D | -2.4% | -2.2% | -0.3% | -0.6% |
| 3M | +34.6% | +10.1% | +24.5% | +23.3% |
| 6M | +15.2% | -5.7% | +20.9% | +20.3% |
| YTD | -4.4% | +7.0% | -11.4% | -12.0% |
| 1Y | -17.4% | +2.7% | -20.1% | -21.3% |
| 3Y | +54.5% | +57.7% | -3.3% | -10.2% |
| All | -45.7% | +34.2% | -79.9% | -63.1% |
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