+121.2%
XLK vs TOST
-46.9%
+168.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.7% |
| 7D | -8.2% | +9.4% | -17.7% | -9.9% |
| 30D | -18.2% | +13.5% | -31.7% | -20.4% |
| 3M | -11.0% | -0.1% | -10.9% | -11.4% |
| 6M | -2.9% | +22.5% | -25.3% | -8.1% |
| YTD | +14.8% | -2.4% | +17.2% | +13.2% |
| 1Y | +14.5% | -4.7% | +19.2% | +13.3% |
| 3Y | +94.2% | +103.2% | -9.0% | +59.4% |
| 5Y | +104.6% | -41.2% | +145.9% | +78.3% |
| All | +121.2% | -46.9% | +168.1% | +94.4% |
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 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