+51.1%
XLU vs TOST
-50.3%
+101.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | +0.6% | -4.7% | +5.3% | +0.9% |
| 30D | -0.4% | -9.1% | +8.6% | +0.1% |
| 3M | -1.7% | +29.8% | -31.5% | -3.4% |
| 6M | -7.1% | +10.0% | -17.2% | -8.0% |
| YTD | +1.9% | -8.6% | +10.6% | +2.0% |
| 1Y | +6.1% | -20.7% | +26.8% | +7.1% |
| 3Y | +48.8% | +55.7% | -6.9% | +41.6% |
| All | +51.1% | -50.3% | +101.4% | +45.0% |
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