+80.1%
XLF vs TOST
+138.1%
-58.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +1.2% | -4.7% | +5.9% | +2.0% |
| 30D | +6.2% | +8.5% | -2.3% | +4.7% |
| 3M | +0.9% | -1.6% | +2.4% | +0.9% |
| 6M | +13.6% | +44.1% | -30.5% | +6.6% |
| YTD | +7.6% | -5.6% | +13.2% | +7.3% |
| 1Y | +10.2% | -12.6% | +22.7% | +11.2% |
| All | +80.1% | +138.1% | -58.0% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling