+103.2%
TOST vs XRT
+49.6%
+53.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | +0.2% |
| 7D | +9.4% | +0.9% | +8.6% | +8.5% |
| 30D | +13.5% | +7.9% | +5.5% | +5.7% |
| 3M | -0.1% | -0.2% | 0.0% | 0.0% |
| 6M | +22.5% | +5.6% | +16.9% | +16.3% |
| YTD | -2.4% | +5.7% | -8.0% | -7.7% |
| 1Y | -4.7% | +14.6% | -19.3% | -16.7% |
| 3Y | +103.2% | +50.7% | +52.6% | +22.0% |
| All | +103.2% | +49.6% | +53.6% | +22.0% |
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