-44.4%
TOST vs XRT
+7.9%
-52.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -4.1% |
| 7D | +4.0% | +2.5% | +1.6% | +0.7% |
| 30D | +11.1% | +10.3% | +0.7% | -1.6% |
| 3M | +0.8% | +2.4% | -1.5% | -2.2% |
| 6M | +38.8% | +10.0% | +28.8% | +23.0% |
| YTD | -2.1% | +9.5% | -11.6% | -13.5% |
| 1Y | -6.0% | +17.2% | -23.2% | -23.8% |
| 3Y | +149.8% | +62.0% | +87.8% | +25.6% |
| 5Y | -42.8% | -2.1% | -40.7% | -42.9% |
| All | -44.4% | +7.9% | -52.3% | -46.9% |
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