+49.9%
XLE vs TOST
+2.2%
+47.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -4.2% |
| 7D | -7.2% | +10.7% | -17.9% | -6.2% |
| 30D | +0.1% | +17.7% | -17.6% | +1.7% |
| 3M | +9.2% | +4.6% | +4.6% | +10.0% |
| 6M | +8.4% | +20.3% | -11.9% | +11.1% |
| YTD | +44.9% | -0.4% | +45.3% | +48.6% |
| 1Y | +49.9% | -0.8% | +50.6% | +53.6% |
| All | +49.9% | +2.2% | +47.7% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling