+64.9%
XLC vs TOST
+132.0%
-67.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +7.1% | +4.0% | +3.0% | +6.4% |
| 30D | -2.7% | +11.1% | -13.8% | -4.4% |
| 3M | -3.2% | +0.8% | -4.0% | -3.5% |
| 6M | -7.7% | +38.8% | -46.5% | -12.6% |
| YTD | -8.0% | -2.1% | -5.9% | -8.7% |
| 1Y | -3.1% | -6.0% | +3.0% | -3.3% |
| 3Y | +64.9% | +149.8% | -84.9% | +46.7% |
| All | +64.9% | +132.0% | -67.1% | +46.7% |
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