+90.1%
XLI vs TOST
-48.0%
+138.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -3.4% | +2.4% | -0.6% |
| 30D | -5.9% | -2.4% | -3.5% | -5.7% |
| 3M | -0.3% | +34.6% | -34.9% | -4.2% |
| 6M | +0.1% | +15.2% | -15.1% | -2.4% |
| YTD | +13.6% | -4.4% | +18.0% | +13.1% |
| 1Y | +17.2% | -17.4% | +34.6% | +18.7% |
| 3Y | +68.2% | +54.5% | +13.7% | +53.8% |
| All | +90.1% | -48.0% | +138.1% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling