+152.0%
XLK vs TOST
-49.0%
+201.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.7% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | -0.1% | -3.5% | +3.4% | +0.5% |
| 3M | +2.1% | +38.1% | -36.0% | -4.8% |
| 6M | +37.2% | +9.9% | +27.3% | +32.9% |
| YTD | +30.8% | -6.3% | +37.1% | +30.4% |
| 1Y | +42.6% | -18.3% | +60.9% | +45.6% |
| 3Y | +121.8% | +59.7% | +62.1% | +91.4% |
| All | +152.0% | -49.0% | +201.0% | +124.0% |
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