-68.3%
XYZ vs TOST
-48.0%
-20.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | -3.4% | +2.4% | +1.0% |
| 30D | -1.7% | -2.4% | +0.7% | -0.5% |
| 3M | +16.7% | +34.6% | -17.9% | -1.2% |
| 6M | +26.9% | +15.2% | +11.7% | +14.8% |
| YTD | +27.1% | -4.4% | +31.5% | +26.9% |
| 1Y | +9.3% | -17.4% | +26.7% | +17.2% |
| 3Y | +42.3% | +54.5% | -12.2% | -0.9% |
| All | -68.3% | -48.0% | -20.3% | -76.3% |
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