-43.8%
TOST vs ELF
+281.8%
-325.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.3% |
| 7D | +11.6% | -2.7% | +14.4% | +12.5% |
| 30D | +16.2% | +6.9% | +9.4% | +14.3% |
| 3M | +1.0% | +27.2% | -26.2% | -5.8% |
| 6M | +23.2% | +84.9% | -61.7% | +3.0% |
| YTD | -1.0% | +44.5% | -45.4% | -12.9% |
| 1Y | -9.9% | -6.8% | -3.1% | -12.6% |
| 3Y | +101.0% | +14.2% | +86.8% | +39.0% |
| 5Y | -40.4% | +250.6% | -291.0% | -84.8% |
| All | -43.8% | +281.8% | -325.6% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling