-5.5%
TOST vs XEL
+4.2%
-9.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.5% |
| 7D | 0.0% | +2.4% | -2.4% | +0.6% |
| 30D | +16.2% | +8.3% | +7.9% | +18.5% |
| 3M | -1.5% | +4.2% | -5.7% | -1.1% |
| 6M | +55.3% | +3.7% | +51.6% | +56.3% |
| YTD | -2.3% | +13.1% | -15.4% | +1.3% |
| 1Y | -5.5% | +5.0% | -10.5% | -2.8% |
| All | -5.5% | +4.2% | -9.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling