+52.4%
XLY vs TOST
+138.1%
-85.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +2.4% | -4.7% | +7.1% | +3.5% |
| 30D | +7.2% | +8.5% | -1.3% | +5.2% |
| 3M | +2.4% | -1.6% | +4.0% | +2.5% |
| 6M | +2.3% | +44.1% | -41.8% | -6.2% |
| YTD | +1.5% | -5.6% | +7.1% | +1.3% |
| 1Y | +2.1% | -12.6% | +14.7% | +3.6% |
| All | +52.4% | +138.1% | -85.7% | +24.0% |
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