+36.8%
XLV vs TOST
-50.3%
+87.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.1% |
| 6M | +8.9% | +10.0% | -1.1% | +7.8% |
| YTD | +8.5% | -8.6% | +17.1% | +8.7% |
| 1Y | +22.3% | -20.7% | +43.0% | +23.6% |
| 3Y | +32.6% | +55.7% | -23.1% | +25.1% |
| All | +36.8% | -50.3% | +87.1% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling