-46.4%
TOST vs XEL
+51.3%
-97.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -4.7% | +1.4% | -6.1% | -5.1% |
| 30D | +8.5% | +9.2% | -0.7% | +5.7% |
| 3M | -1.6% | +4.5% | -6.1% | -3.0% |
| 6M | +44.1% | +3.6% | +40.5% | +42.0% |
| YTD | -5.6% | +12.9% | -18.5% | -10.4% |
| 1Y | -12.6% | +4.1% | -16.7% | -14.4% |
| 3Y | +137.6% | +52.3% | +85.2% | +97.5% |
| 5Y | -30.4% | +51.6% | -82.0% | -42.6% |
| All | -46.4% | +51.3% | -97.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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