+44.0%
XLB vs TOST
-48.0%
+92.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.4% | -3.4% | +2.0% | -0.9% |
| 30D | -0.4% | -2.4% | +2.1% | -0.1% |
| 3M | +2.0% | +34.6% | -32.6% | -2.2% |
| 6M | +1.8% | +15.2% | -13.4% | -0.8% |
| YTD | +16.6% | -4.4% | +21.0% | +16.1% |
| 1Y | +16.9% | -17.4% | +34.4% | +18.6% |
| 3Y | +32.6% | +54.5% | -21.9% | +20.1% |
| All | +44.0% | -48.0% | +92.0% | +32.3% |
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