+201.0%
XLE vs TOST
-46.9%
+247.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -12.0% | +9.4% | -21.4% | -12.6% |
| 30D | -2.7% | +13.5% | -16.2% | -3.8% |
| 3M | +6.6% | -0.1% | +6.7% | +6.4% |
| 6M | +9.5% | +22.5% | -12.9% | +7.2% |
| YTD | +40.6% | -2.4% | +42.9% | +39.9% |
| 1Y | +43.6% | -4.7% | +48.3% | +43.1% |
| 3Y | +58.1% | +103.2% | -45.1% | +45.9% |
| 5Y | +152.2% | -41.2% | +193.4% | +141.1% |
| All | +201.0% | -46.9% | +247.9% | +188.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling