-44.5%
TOST vs ELV
+20.5%
-65.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | +9.4% | +1.3% | +8.1% | +9.2% |
| 30D | +13.5% | +5.3% | +8.2% | +12.7% |
| 3M | -0.1% | +9.2% | -9.4% | -1.3% |
| 6M | +22.5% | +14.5% | +7.9% | +20.1% |
| YTD | -2.4% | +23.2% | -25.6% | -5.3% |
| 1Y | -4.7% | +38.0% | -42.8% | -9.2% |
| 3Y | +103.2% | -1.5% | +104.8% | +101.5% |
| 5Y | -41.2% | +8.5% | -49.7% | -45.5% |
| All | -44.5% | +20.5% | -65.0% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling