-44.4%
TOST vs ELV
+18.4%
-62.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +4.0% | +1.1% | +2.9% | +3.9% |
| 30D | +11.1% | +1.3% | +9.7% | +10.9% |
| 3M | +0.8% | +6.6% | -5.7% | 0.0% |
| 6M | +38.8% | +11.6% | +27.2% | +36.6% |
| YTD | -2.1% | +21.1% | -23.1% | -4.8% |
| 1Y | -6.0% | +34.2% | -40.3% | -10.1% |
| 3Y | +149.8% | -2.9% | +152.7% | +147.8% |
| 5Y | -42.8% | +4.6% | -47.4% | -47.0% |
| All | -44.4% | +18.4% | -62.8% | -49.6% |
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