-44.4%
TOST vs XEL
+48.8%
-93.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +4.0% | +1.1% | +3.0% | +3.7% |
| 30D | +11.1% | +8.7% | +2.4% | +8.4% |
| 3M | +0.8% | +3.5% | -2.7% | -0.3% |
| 6M | +38.8% | +2.6% | +36.2% | +37.2% |
| YTD | -2.1% | +11.1% | -13.1% | -6.6% |
| 1Y | -6.0% | +2.2% | -8.2% | -7.5% |
| 3Y | +149.8% | +51.1% | +98.7% | +107.8% |
| 5Y | -42.8% | +48.0% | -90.8% | -52.4% |
| All | -44.4% | +48.8% | -93.2% | -54.6% |
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