+211.1%
XLE vs TOST
-48.0%
+259.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +2.2% | -3.4% | +5.6% | +2.5% |
| 30D | +11.8% | -2.4% | +14.2% | +12.0% |
| 3M | +9.8% | +34.6% | -24.8% | +7.0% |
| 6M | +15.6% | +15.2% | +0.4% | +13.7% |
| YTD | +45.3% | -4.4% | +49.6% | +45.0% |
| 1Y | +48.3% | -17.4% | +65.7% | +49.7% |
| 3Y | +55.4% | +54.5% | +1.0% | +46.6% |
| All | +211.1% | -48.0% | +259.1% | +198.5% |
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