+449.1%
ASX vs TOST
-48.0%
+497.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -0.7% | -3.4% | +2.7% | 0.0% |
| 30D | +2.0% | -2.4% | +4.4% | +2.3% |
| 3M | -1.3% | +34.6% | -36.0% | -7.9% |
| 6M | +71.4% | +15.2% | +56.2% | +64.0% |
| YTD | +135.3% | -4.4% | +139.7% | +132.8% |
| 1Y | +267.5% | -17.4% | +284.9% | +273.6% |
| 3Y | +388.5% | +54.5% | +334.0% | +314.7% |
| All | +449.1% | -48.0% | +497.1% | +384.2% |
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