+151.2%
XLK vs TOST
-48.0%
+199.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +0.9% | -3.4% | +4.3% | +1.5% |
| 30D | +0.7% | -2.4% | +3.2% | +1.1% |
| 3M | -2.9% | +34.6% | -37.5% | -9.0% |
| 6M | +34.3% | +15.2% | +19.0% | +28.9% |
| YTD | +30.4% | -4.4% | +34.8% | +29.5% |
| 1Y | +43.4% | -17.4% | +60.8% | +46.0% |
| 3Y | +116.8% | +54.5% | +62.4% | +88.4% |
| All | +151.2% | -48.0% | +199.2% | +122.4% |
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