+133.4%
XLK vs TOST
-48.6%
+182.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +7.0% | -4.7% | +11.7% | +8.0% |
| 30D | -11.5% | +8.5% | -20.0% | -13.1% |
| 3M | -7.9% | -1.6% | -6.3% | -8.0% |
| 6M | -0.6% | +44.1% | -44.7% | -8.6% |
| YTD | +21.1% | -5.6% | +26.7% | +20.1% |
| 1Y | +18.8% | -12.6% | +31.4% | +19.7% |
| 3Y | +97.3% | +137.6% | -40.3% | +57.3% |
| 5Y | +115.5% | -30.4% | +145.9% | +86.1% |
| All | +133.4% | -48.6% | +182.0% | +106.4% |
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