+149.8%
TOST vs ELF
+22.3%
+127.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.2% |
| 7D | +4.0% | +7.8% | -3.8% | +2.7% |
| 30D | +11.1% | +9.3% | +1.8% | +9.4% |
| 3M | +0.8% | +21.2% | -20.3% | -2.6% |
| 6M | +38.8% | +96.1% | -57.3% | +23.1% |
| YTD | -2.1% | +57.0% | -59.0% | -10.7% |
| 1Y | -6.0% | +61.9% | -67.9% | -14.8% |
| 3Y | +149.8% | +20.0% | +129.8% | +93.8% |
| All | +149.8% | +22.3% | +127.5% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling