+29.0%
XLB vs TOST
-38.4%
+67.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.5% | +9.4% | -10.9% | -2.7% |
| 30D | +6.1% | +13.5% | -7.4% | +4.2% |
| 3M | 0.0% | -0.1% | +0.2% | -0.1% |
| 6M | 0.0% | +22.5% | -22.5% | -3.4% |
| YTD | +16.0% | -2.4% | +18.4% | +15.1% |
| 1Y | +24.7% | -4.7% | +29.4% | +24.1% |
| 3Y | +40.4% | +103.2% | -62.9% | +22.1% |
| All | +29.0% | -38.4% | +67.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling