+335.0%
ASX vs TOST
-46.1%
+381.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.2% | -20.7% |
| 7D | -33.3% | +11.6% | -44.9% | -34.7% |
| 30D | -36.5% | +16.2% | -52.7% | -38.5% |
| 3M | -19.2% | +1.0% | -20.2% | -19.9% |
| 6M | -10.2% | +23.2% | -33.4% | -15.6% |
| YTD | +86.5% | -1.0% | +87.4% | +82.3% |
| 1Y | +89.6% | -9.9% | +99.5% | +89.1% |
| 3Y | +298.6% | +101.0% | +197.6% | +218.5% |
| 5Y | +414.3% | -40.4% | +454.7% | +344.4% |
| All | +335.0% | -46.1% | +381.2% | +279.2% |
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