-45.4%
TOST vs ELV
+21.6%
-67.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | -1.1% | -2.5% | -3.5% |
| 30D | +8.9% | +1.8% | +7.1% | +8.6% |
| 3M | -2.2% | +10.5% | -12.7% | -3.5% |
| 6M | +41.0% | +13.5% | +27.5% | +38.4% |
| YTD | -4.0% | +24.3% | -28.3% | -7.0% |
| 1Y | -9.6% | +38.9% | -48.5% | -13.9% |
| 3Y | +141.7% | -1.5% | +143.1% | +139.8% |
| 5Y | -29.5% | +7.3% | -36.8% | -35.0% |
| All | -45.4% | +21.6% | -67.0% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling