+43.6%
XLE vs TOST
-11.1%
+54.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.2% |
| 7D | -12.0% | +9.4% | -21.4% | -11.2% |
| 30D | -2.7% | +13.5% | -16.2% | -1.5% |
| 3M | +6.6% | -0.1% | +6.7% | +7.0% |
| 6M | +9.5% | +22.5% | -12.9% | +12.4% |
| YTD | +40.6% | -2.4% | +42.9% | +44.4% |
| 1Y | +43.6% | -4.7% | +48.3% | +48.0% |
| All | +43.6% | -11.1% | +54.7% | +48.0% |
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 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