-27.7%
TOST vs EL
-65.2%
+37.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +3.0% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | +16.2% | +10.0% | +6.2% | +11.5% |
| 3M | -1.5% | +28.4% | -29.9% | -12.2% |
| 6M | +55.3% | +37.1% | +18.3% | +33.6% |
| YTD | -2.3% | +7.8% | -10.2% | -9.3% |
| 1Y | -5.5% | +26.0% | -31.6% | -18.6% |
| 3Y | +151.1% | +3.8% | +147.3% | +115.2% |
| All | -27.7% | -65.2% | +37.5% | +63.2% |
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