-46.4%
TOST vs XRT
+5.5%
-51.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | +0.5% |
| 7D | -4.7% | -0.4% | -4.2% | -4.3% |
| 30D | +8.5% | +7.5% | +1.0% | -0.8% |
| 3M | -1.6% | +2.3% | -3.9% | -4.6% |
| 6M | +44.1% | +12.8% | +31.3% | +23.7% |
| YTD | -5.6% | +7.1% | -12.7% | -14.3% |
| 1Y | -12.6% | +12.3% | -24.8% | -25.3% |
| 3Y | +137.6% | +57.0% | +80.6% | +24.2% |
| 5Y | -30.4% | -4.3% | -26.0% | -28.8% |
| All | -46.4% | +5.5% | -51.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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