+59.6%
XLU vs TOST
+132.0%
-72.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.3% | +4.0% | -3.8% | 0.0% |
| 30D | +5.7% | +11.1% | -5.3% | +5.0% |
| 3M | +1.2% | +0.8% | +0.3% | +1.0% |
| 6M | -0.7% | +38.8% | -39.5% | -3.2% |
| YTD | +4.7% | -2.1% | +6.8% | +4.7% |
| 1Y | +0.4% | -6.0% | +6.5% | +0.8% |
| 3Y | +59.6% | +149.8% | -90.2% | +37.5% |
| All | +59.6% | +132.0% | -72.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling