+30.1%
XLY vs TOST
-49.0%
+79.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -1.0% | +38.1% | -39.1% | -8.1% |
| 6M | 0.0% | +9.9% | -9.9% | -3.1% |
| YTD | -4.2% | -6.3% | +2.1% | -4.3% |
| 1Y | -2.7% | -18.3% | +15.7% | -0.1% |
| 3Y | +38.4% | +59.7% | -21.3% | +17.7% |
| All | +30.1% | -49.0% | +79.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling