+35.9%
XLC vs TOST
-46.1%
+82.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +3.1% | +11.6% | -8.5% | +1.0% |
| 30D | -6.5% | +16.2% | -22.8% | -9.2% |
| 3M | -5.6% | +1.0% | -6.6% | -6.0% |
| 6M | -9.2% | +23.2% | -32.4% | -13.3% |
| YTD | -10.6% | -1.0% | -9.6% | -11.7% |
| 1Y | -6.9% | -9.9% | +3.0% | -6.6% |
| 3Y | +59.9% | +101.0% | -41.2% | +33.1% |
| 5Y | +34.7% | -40.4% | +75.1% | +16.8% |
| All | +35.9% | -46.1% | +82.0% | +18.4% |
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 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