+27.8%
XLY vs TOST
-51.1%
+78.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.1% |
| 7D | -3.9% | -5.9% | +2.0% | -2.6% |
| 30D | -6.1% | -8.4% | +2.3% | -4.3% |
| 3M | -1.2% | +31.4% | -32.6% | -7.2% |
| 6M | -1.8% | +10.5% | -12.3% | -5.0% |
| YTD | -5.9% | -10.1% | +4.2% | -5.1% |
| 1Y | -3.1% | -19.9% | +16.9% | -0.2% |
| 3Y | +36.0% | +53.3% | -17.3% | +16.7% |
| All | +27.8% | -51.1% | +78.8% | +6.5% |
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 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