+129.5%
XLK vs TOST
-46.7%
+176.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -1.9% | +4.0% | -6.0% | -2.7% |
| 30D | -14.0% | +11.1% | -25.1% | -16.0% |
| 3M | -9.0% | +0.8% | -9.8% | -9.6% |
| 6M | -2.4% | +38.8% | -41.2% | -9.6% |
| YTD | +19.1% | -2.1% | +21.2% | +17.3% |
| 1Y | +19.2% | -6.0% | +25.2% | +18.3% |
| 3Y | +99.1% | +149.8% | -50.7% | +57.2% |
| 5Y | +112.0% | -42.8% | +154.7% | +84.9% |
| All | +129.5% | -46.7% | +176.2% | +101.6% |
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