-40.6%
TOST vs ELF
+266.1%
-306.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.9% |
| 7D | +9.4% | +4.0% | +5.5% | +8.2% |
| 30D | +13.5% | +10.6% | +2.9% | +10.5% |
| 3M | -0.1% | +25.8% | -26.0% | -6.6% |
| 6M | +22.5% | +89.1% | -66.6% | +1.8% |
| YTD | -2.4% | +52.7% | -55.1% | -15.4% |
| 1Y | -4.7% | +51.7% | -56.4% | -17.5% |
| 3Y | +103.2% | +14.2% | +89.0% | +42.4% |
| All | -40.6% | +266.1% | -306.7% | -84.7% |
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