-31.0%
TOST vs XRT
-1.7%
-29.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +3.0% | +4.1% | -1.1% | -2.2% |
| 30D | +10.3% | +9.9% | +0.3% | -2.0% |
| 3M | -3.3% | +2.3% | -5.5% | -6.1% |
| 6M | +37.8% | +9.6% | +28.2% | +22.5% |
| YTD | -2.8% | +9.1% | -11.9% | -13.9% |
| 1Y | -9.6% | +16.2% | -25.8% | -26.2% |
| 3Y | +144.6% | +60.1% | +84.6% | +23.5% |
| 5Y | -31.0% | -0.5% | -30.5% | -24.8% |
| All | -31.0% | -1.7% | -29.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling