+46.7%
XLB vs TOST
+132.0%
-85.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -1.4% | +4.0% | -5.4% | -1.9% |
| 30D | +7.1% | +11.1% | -3.9% | +5.6% |
| 3M | +0.6% | +0.8% | -0.2% | +0.3% |
| 6M | +3.5% | +38.8% | -35.3% | -1.2% |
| YTD | +18.2% | -2.1% | +20.3% | +17.8% |
| 1Y | +25.6% | -6.0% | +31.6% | +25.8% |
| 3Y | +46.7% | +149.8% | -103.1% | +24.9% |
| All | +46.7% | +132.0% | -85.3% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling