-31.0%
TOST vs EL
-64.5%
+33.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | +3.0% | +7.6% | -4.7% | -0.2% |
| 30D | +10.3% | +15.7% | -5.4% | +3.6% |
| 3M | -3.3% | +30.5% | -33.8% | -14.3% |
| 6M | +37.8% | +32.5% | +5.3% | +20.3% |
| YTD | -2.8% | +9.4% | -12.2% | -10.3% |
| 1Y | -9.6% | +28.4% | -37.9% | -22.7% |
| 3Y | +144.6% | +4.4% | +140.2% | +109.7% |
| 5Y | -31.0% | -64.5% | +33.5% | +52.1% |
| All | -31.0% | -64.5% | +33.6% | +52.1% |
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 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