+55.6%
TOST vs XEL
+47.7%
+7.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.4% | -1.0% | -2.5% | -3.3% |
| 30D | -2.4% | -1.9% | -0.5% | -2.2% |
| 3M | +34.6% | -1.9% | +36.5% | +34.8% |
| 6M | +15.2% | -7.4% | +22.7% | +16.6% |
| YTD | -4.4% | +4.1% | -8.4% | -6.5% |
| 1Y | -17.4% | +8.0% | -25.5% | -20.5% |
| All | +55.6% | +47.7% | +7.9% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling