-43.8%
TOST vs XRT
+5.9%
-49.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +2.8% |
| 7D | +11.6% | +2.3% | +9.3% | +8.5% |
| 30D | +16.2% | +9.8% | +6.4% | +3.7% |
| 3M | +1.0% | -0.2% | +1.2% | +1.1% |
| 6M | +23.2% | +8.4% | +14.8% | +11.1% |
| YTD | -1.0% | +7.5% | -8.5% | -10.5% |
| 1Y | -9.9% | +13.2% | -23.1% | -23.6% |
| 3Y | +101.0% | +52.0% | +49.0% | +10.8% |
| 5Y | -40.4% | -3.2% | -37.2% | -39.3% |
| All | -43.8% | +5.9% | -49.7% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling