+149.8%
TOST vs XRT
+58.4%
+91.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -3.0% |
| 7D | +4.0% | +2.5% | +1.6% | +1.6% |
| 30D | +11.1% | +10.3% | +0.7% | +1.5% |
| 3M | +0.8% | +2.4% | -1.5% | -1.4% |
| 6M | +38.8% | +10.0% | +28.8% | +27.2% |
| YTD | -2.1% | +9.5% | -11.6% | -10.4% |
| 1Y | -6.0% | +17.2% | -23.2% | -19.2% |
| 3Y | +149.8% | +62.0% | +87.8% | +54.2% |
| All | +149.8% | +58.4% | +91.4% | +54.2% |
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