+56.1%
XLU vs TOST
-46.9%
+103.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -2.9% | +0.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +5.6% | +16.2% | -10.6% | +4.6% |
| 3M | +0.7% | -1.5% | +2.3% | +0.7% |
| 6M | -0.1% | +55.3% | -55.4% | -3.0% |
| YTD | +5.3% | -2.3% | +7.7% | +4.9% |
| 1Y | +2.2% | -5.5% | +7.7% | +2.0% |
| 3Y | +61.6% | +151.1% | -89.5% | +49.7% |
| 5Y | +53.6% | -27.9% | +81.5% | +44.9% |
| All | +56.1% | -46.9% | +103.0% | +49.1% |
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