+403.0%
ASX vs TOST
-46.7%
+449.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.6% |
| 7D | -12.3% | +4.0% | -16.3% | -13.0% |
| 30D | -26.0% | +11.1% | -37.0% | -27.7% |
| 3M | -8.1% | +0.8% | -8.9% | -8.9% |
| 6M | +1.4% | +38.8% | -37.4% | -6.7% |
| YTD | +115.6% | -2.1% | +117.6% | +111.2% |
| 1Y | +128.0% | -6.0% | +134.1% | +125.2% |
| 3Y | +371.4% | +149.8% | +221.6% | +259.8% |
| 5Y | +469.4% | -42.8% | +512.2% | +395.7% |
| All | +403.0% | -46.7% | +449.7% | +339.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling