-46.7%
TOST vs ELF
+262.6%
-309.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +2.9% | -0.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | -3.5% | +5.9% | -9.4% | -5.2% |
| 3M | +38.1% | +99.5% | -61.4% | +13.5% |
| 6M | +9.9% | +26.5% | -16.6% | +1.3% |
| YTD | -6.3% | +37.2% | -43.4% | -16.4% |
| 1Y | -18.3% | -24.4% | +6.1% | -16.2% |
| 3Y | +59.7% | -23.3% | +83.1% | +34.2% |
| All | -46.7% | +262.6% | -309.3% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling