-64.6%
XYZ vs TOST
-41.7%
-22.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +9.2% | +11.6% | -2.4% | +2.9% |
| 30D | +9.8% | +16.2% | -6.4% | +1.0% |
| 3M | -0.2% | +1.0% | -1.2% | -1.1% |
| 6M | +18.0% | +23.2% | -5.2% | +2.3% |
| YTD | +29.1% | -1.0% | +30.1% | +26.1% |
| 1Y | +14.1% | -9.9% | +24.0% | +17.1% |
| 3Y | +72.6% | +101.0% | -28.4% | +0.4% |
| 5Y | -64.6% | -40.4% | -24.2% | -74.5% |
| All | -64.6% | -41.7% | -22.9% | -74.5% |
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 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