-44.4%
TOST vs EL
-61.1%
+16.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.9% |
| 7D | +4.0% | +8.0% | -4.0% | +0.6% |
| 30D | +11.1% | +15.4% | -4.4% | +4.3% |
| 3M | +0.8% | +28.5% | -27.7% | -10.4% |
| 6M | +38.8% | +32.2% | +6.6% | +20.9% |
| YTD | -2.1% | +9.2% | -11.3% | -9.7% |
| 1Y | -6.0% | +30.8% | -36.8% | -20.7% |
| 3Y | +149.8% | +3.7% | +146.1% | +114.0% |
| 5Y | -42.8% | -64.8% | +22.0% | +32.0% |
| All | -44.4% | -61.1% | +16.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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