-44.5%
TOST vs ELF
+310.1%
-354.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.5% | +2.4% |
| 7D | 0.0% | +1.6% | -1.6% | -0.4% |
| 30D | +16.2% | +9.1% | +7.1% | +13.4% |
| 3M | -1.5% | +28.2% | -29.7% | -8.2% |
| 6M | +55.3% | +119.5% | -64.2% | +23.8% |
| YTD | -2.3% | +55.2% | -57.5% | -15.8% |
| 1Y | -5.5% | +58.6% | -64.1% | -19.2% |
| 3Y | +151.1% | +21.3% | +129.8% | +71.4% |
| 5Y | -27.9% | +276.2% | -304.2% | -82.0% |
| All | -44.5% | +310.1% | -354.6% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling