+106.1%
TOST vs XRT
+52.2%
+53.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +2.0% |
| 7D | +11.6% | +2.3% | +9.3% | +9.2% |
| 30D | +16.2% | +9.8% | +6.4% | +6.5% |
| 3M | +1.0% | -0.2% | +1.2% | +1.1% |
| 6M | +23.2% | +8.4% | +14.8% | +14.1% |
| YTD | -1.0% | +7.5% | -8.5% | -7.9% |
| 1Y | -9.9% | +13.2% | -23.1% | -20.1% |
| All | +106.1% | +52.2% | +53.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling