+36.2%
XLC vs TOST
-40.2%
+76.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +4.9% | +9.4% | -4.5% | +3.1% |
| 30D | -5.8% | +13.5% | -19.3% | -8.1% |
| 3M | -5.4% | -0.1% | -5.3% | -5.6% |
| 6M | -10.2% | +22.5% | -32.6% | -14.2% |
| YTD | -10.2% | -2.4% | -7.8% | -11.1% |
| 1Y | -5.6% | -4.7% | -0.9% | -6.3% |
| 3Y | +61.0% | +103.2% | -42.2% | +32.7% |
| All | +36.2% | -40.2% | +76.3% | +22.7% |
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 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