+103.2%
TOST vs EL
+3.8%
+99.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | +9.4% | +0.8% | +8.7% | +9.1% |
| 30D | +13.5% | +16.5% | -3.0% | +9.0% |
| 3M | -0.1% | +29.2% | -29.3% | -7.0% |
| 6M | +22.5% | +27.9% | -5.4% | +13.9% |
| YTD | -2.4% | +6.2% | -8.6% | -6.1% |
| 1Y | -4.7% | +27.2% | -31.9% | -12.7% |
| 3Y | +103.2% | +3.2% | +100.0% | +80.3% |
| All | +103.2% | +3.8% | +99.4% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling