+37.2%
XLY vs TOST
-46.9%
+84.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.2% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +7.6% | +16.2% | -8.6% | +4.0% |
| 3M | +1.5% | -1.5% | +3.0% | +1.6% |
| 6M | +1.5% | +55.3% | -53.8% | -8.6% |
| YTD | +1.1% | -2.3% | +3.4% | -0.2% |
| 1Y | +4.3% | -5.5% | +9.8% | +3.6% |
| 3Y | +51.8% | +151.1% | -99.4% | +16.9% |
| 5Y | +22.8% | -27.9% | +50.7% | +0.5% |
| All | +37.2% | -46.9% | +84.1% | +12.1% |
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