+56.7%
TOST vs EL
-31.7%
+88.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.7% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -2.4% | +19.8% | -22.3% | -7.0% |
| 3M | +34.6% | +25.7% | +8.9% | +26.8% |
| 6M | +15.2% | +5.4% | +9.8% | +12.3% |
| YTD | -4.4% | +0.2% | -4.6% | -6.4% |
| 1Y | -17.4% | +20.4% | -37.9% | -23.1% |
| All | +56.7% | -31.7% | +88.3% | +66.8% |
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