+363.0%
ASX vs TOST
-46.9%
+409.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.4% | +7.8% | +6.7% |
| 7D | -19.9% | +9.4% | -29.4% | -21.4% |
| 30D | -30.9% | +13.5% | -44.4% | -32.8% |
| 3M | -15.1% | -0.1% | -14.9% | -15.7% |
| 6M | -6.5% | +22.5% | -28.9% | -12.0% |
| YTD | +98.4% | -2.4% | +100.8% | +94.5% |
| 1Y | +107.9% | -4.7% | +112.6% | +104.6% |
| 3Y | +325.3% | +103.2% | +222.1% | +238.7% |
| 5Y | +447.3% | -41.2% | +488.5% | +374.1% |
| All | +363.0% | -46.9% | +409.9% | +304.6% |
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 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