-40.6%
TOST vs EL
-66.1%
+25.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.3% |
| 7D | +9.4% | +0.8% | +8.7% | +8.9% |
| 30D | +13.5% | +16.5% | -3.0% | +6.3% |
| 3M | -0.1% | +29.2% | -29.3% | -11.3% |
| 6M | +22.5% | +27.9% | -5.4% | +8.4% |
| YTD | -2.4% | +6.2% | -8.6% | -8.7% |
| 1Y | -4.7% | +27.2% | -31.9% | -18.3% |
| 3Y | +103.2% | +3.2% | +100.0% | +73.9% |
| All | -40.6% | -66.1% | +25.6% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling