-44.5%
TOST vs XEL
+47.9%
-92.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +9.4% | -0.2% | +9.6% | +9.5% |
| 30D | +13.5% | +10.0% | +3.5% | +10.4% |
| 3M | -0.1% | +4.3% | -4.5% | -1.5% |
| 6M | +22.5% | +0.5% | +22.0% | +21.9% |
| YTD | -2.4% | +10.4% | -12.7% | -6.7% |
| 1Y | -4.7% | +2.0% | -6.7% | -6.2% |
| 3Y | +103.2% | +45.6% | +57.7% | +72.2% |
| 5Y | -41.2% | +46.6% | -87.9% | -51.0% |
| All | -44.5% | +47.9% | -92.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling