-45.7%
TOST vs XEL
+39.4%
-85.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -3.4% | -1.0% | -2.5% | -3.1% |
| 30D | -2.4% | -1.9% | -0.5% | -2.0% |
| 3M | +34.6% | -1.9% | +36.5% | +35.0% |
| 6M | +15.2% | -7.4% | +22.7% | +17.4% |
| YTD | -4.4% | +4.1% | -8.4% | -7.0% |
| 1Y | -17.4% | +8.0% | -25.5% | -21.3% |
| 3Y | +54.5% | +48.4% | +6.1% | +28.2% |
| All | -45.7% | +39.4% | -85.1% | -54.8% |
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 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