+83.7%
XLI vs TOST
-46.7%
+130.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.8% |
| 7D | -0.5% | +4.0% | -4.5% | -1.0% |
| 30D | -0.2% | +11.1% | -11.3% | -1.6% |
| 3M | -8.6% | +0.8% | -9.4% | -8.9% |
| 6M | -2.0% | +38.8% | -40.8% | -6.6% |
| YTD | +9.7% | -2.1% | +11.8% | +8.8% |
| 1Y | +11.4% | -6.0% | +17.4% | +11.0% |
| 3Y | +74.2% | +149.8% | -75.6% | +50.5% |
| 5Y | +70.0% | -42.8% | +112.7% | +54.4% |
| All | +83.7% | -46.7% | +130.4% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling