+34.8%
XLY vs TOST
+57.6%
-22.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | -4.9% | -3.5% | -1.4% | -4.3% |
| 3M | -1.0% | +38.1% | -39.1% | -7.9% |
| 6M | 0.0% | +9.9% | -9.9% | -3.0% |
| YTD | -4.2% | -6.3% | +2.1% | -4.1% |
| 1Y | -2.7% | -18.3% | +15.7% | +0.1% |
| All | +34.8% | +57.6% | -22.8% | +19.9% |
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