-31.0%
TOST vs ELF
+283.8%
-314.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +3.0% | +6.3% | -3.3% | +1.2% |
| 30D | +10.3% | +8.5% | +1.8% | +7.8% |
| 3M | -3.3% | +24.4% | -27.7% | -9.1% |
| 6M | +37.8% | +94.7% | -56.9% | +13.7% |
| YTD | -2.8% | +55.9% | -58.6% | -16.2% |
| 1Y | -9.6% | +48.4% | -58.0% | -21.2% |
| 3Y | +144.6% | +24.6% | +120.0% | +64.7% |
| 5Y | -31.0% | +285.0% | -316.0% | -82.4% |
| All | -31.0% | +283.8% | -314.7% | -82.4% |
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