+55.7%
XLV vs TOST
-46.9%
+102.6%
-17.1%
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 | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +8.6% | +16.2% | -7.6% | +7.3% |
| 3M | +12.6% | -1.5% | +14.1% | +12.6% |
| 6M | +29.8% | +55.3% | -25.5% | +25.3% |
| YTD | +23.5% | -2.3% | +25.8% | +23.0% |
| 1Y | +25.7% | -5.5% | +31.2% | +25.4% |
| 3Y | +56.3% | +151.1% | -94.8% | +42.3% |
| 5Y | +53.1% | -27.9% | +81.0% | +42.6% |
| All | +55.7% | -46.9% | +102.6% | +46.8% |
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