+14.7%
XLF vs TOST
+2.2%
+12.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.7% |
| 7D | +5.5% | +10.7% | -5.3% | +3.9% |
| 30D | +9.9% | +17.7% | -7.9% | +7.3% |
| 3M | +2.6% | +4.6% | -2.0% | +1.7% |
| 6M | +15.6% | +20.3% | -4.7% | +12.3% |
| YTD | +9.4% | -0.4% | +9.8% | +8.0% |
| 1Y | +14.7% | -0.8% | +15.5% | +13.0% |
| All | +14.7% | +2.2% | +12.5% | +13.0% |
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