+54.8%
XLF vs TOST
-38.4%
+93.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +1.2% | +9.4% | -8.3% | -0.1% |
| 30D | +6.3% | +13.5% | -7.1% | +4.4% |
| 3M | -0.8% | -0.1% | -0.6% | -0.9% |
| 6M | +11.0% | +22.5% | -11.4% | +7.2% |
| YTD | +5.6% | -2.4% | +8.0% | +4.8% |
| 1Y | +10.8% | -4.7% | +15.5% | +10.2% |
| 3Y | +77.8% | +103.2% | -25.4% | +57.0% |
| All | +54.8% | -38.4% | +93.2% | +40.9% |
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 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