-20.7%
TOST vs ELV
+30.5%
-51.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | -4.7% | -2.2% | -2.5% | -4.4% |
| 30D | -9.1% | -0.2% | -8.9% | -9.1% |
| 3M | +29.8% | -6.1% | +35.9% | +30.1% |
| 6M | +10.0% | +42.8% | -32.8% | +5.3% |
| YTD | -8.6% | +14.4% | -23.0% | -9.3% |
| 1Y | -20.7% | +28.6% | -49.3% | -23.6% |
| All | -20.7% | +30.5% | -51.2% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling