-45.7%
TOST vs ELF
+281.2%
-326.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -3.4% | +5.4% | -8.8% | -4.8% |
| 30D | -2.4% | +27.0% | -29.4% | -8.9% |
| 3M | +34.6% | +113.2% | -78.6% | +8.6% |
| 6M | +15.2% | +36.6% | -21.4% | +4.0% |
| YTD | -4.4% | +44.2% | -48.6% | -15.8% |
| 1Y | -17.4% | -18.0% | +0.6% | -17.2% |
| 3Y | +54.5% | -19.9% | +74.4% | +28.6% |
| All | -45.7% | +281.2% | -326.9% | -86.6% |
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