+6.1%
XLU vs TOST
-20.5%
+26.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.3% |
| 7D | +0.6% | -4.7% | +5.3% | +0.4% |
| 30D | -0.4% | -9.1% | +8.6% | -0.8% |
| 3M | -1.7% | +29.8% | -31.5% | -0.9% |
| 6M | -7.1% | +10.0% | -17.2% | -6.7% |
| YTD | +1.9% | -8.6% | +10.6% | +2.2% |
| 1Y | +6.1% | -20.7% | +26.8% | +6.4% |
| All | +6.1% | -20.5% | +26.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling