+31.7%
XLV vs TOST
+53.6%
-21.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -3.7% | -4.7% | +1.0% | -3.3% |
| 30D | -1.1% | -9.1% | +8.0% | -0.4% |
| 3M | +8.2% | +29.8% | -21.6% | +6.2% |
| 6M | +8.9% | +10.0% | -1.1% | +7.9% |
| YTD | +8.5% | -8.6% | +17.1% | +8.8% |
| 1Y | +22.3% | -20.7% | +43.0% | +23.7% |
| All | +31.7% | +53.6% | -21.9% | +24.9% |
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