+51.6%
XLU vs TOST
-48.0%
+99.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | -3.4% | +4.2% | +1.0% |
| 30D | -1.3% | -2.4% | +1.1% | -1.2% |
| 3M | -1.3% | +34.6% | -35.9% | -3.2% |
| 6M | -7.6% | +15.2% | -22.8% | -8.8% |
| YTD | +2.3% | -4.4% | +6.7% | +2.1% |
| 1Y | +5.8% | -17.4% | +23.2% | +6.5% |
| 3Y | +50.5% | +54.5% | -3.9% | +43.3% |
| All | +51.6% | -48.0% | +99.6% | +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 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