+67.4%
XLI vs TOST
+96.7%
-29.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -2.8% | +9.4% | -12.3% | -4.0% |
| 30D | -3.1% | +13.5% | -16.6% | -4.8% |
| 3M | -11.7% | -0.1% | -11.6% | -11.9% |
| 6M | -7.6% | +22.5% | -30.0% | -10.7% |
| YTD | +5.7% | -2.4% | +8.1% | +5.1% |
| 1Y | +7.8% | -4.7% | +12.5% | +7.6% |
| 3Y | +67.4% | +103.2% | -35.8% | +51.1% |
| All | +67.4% | +96.7% | -29.3% | +51.1% |
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