+28.3%
XLY vs TOST
-50.3%
+78.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.8% |
| 7D | -2.1% | -4.7% | +2.6% | -1.0% |
| 30D | -6.0% | -9.1% | +3.1% | -4.1% |
| 3M | -2.7% | +29.8% | -32.5% | -8.5% |
| 6M | -1.5% | +10.0% | -11.5% | -4.6% |
| YTD | -5.4% | -8.6% | +3.2% | -5.1% |
| 1Y | -3.8% | -20.7% | +16.9% | -0.7% |
| 3Y | +36.6% | +55.7% | -19.1% | +16.8% |
| All | +28.3% | -50.3% | +78.6% | +6.6% |
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