+59.3%
XLF vs TOST
-27.7%
+87.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | +2.7% | 0.0% | +2.6% | +2.6% |
| 30D | +7.6% | +16.2% | -8.6% | +5.3% |
| 3M | +1.1% | -1.5% | +2.6% | +1.1% |
| 6M | +15.9% | +55.3% | -39.4% | +8.4% |
| YTD | +8.4% | -2.3% | +10.8% | +7.6% |
| 1Y | +12.5% | -5.5% | +18.0% | +12.1% |
| 3Y | +81.6% | +151.1% | -69.6% | +55.7% |
| All | +59.3% | -27.7% | +87.0% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling