+20.9%
XBI vs TOST
-46.7%
+67.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +3.2% | +4.0% | -0.8% | +2.2% |
| 30D | +2.0% | +11.1% | -9.0% | -0.8% |
| 3M | -0.3% | +0.8% | -1.1% | -0.9% |
| 6M | +16.6% | +38.8% | -22.2% | +6.2% |
| YTD | +28.8% | -2.1% | +30.9% | +26.7% |
| 1Y | +44.6% | -6.0% | +50.6% | +43.5% |
| 3Y | +137.1% | +149.8% | -12.7% | +68.2% |
| 5Y | +22.8% | -42.8% | +65.5% | +1.9% |
| All | +20.9% | -46.7% | +67.6% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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