+1,509.2%
FIX vs TOST
-47.1%
+1,556.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -13.9% | +3.0% | -16.9% | -14.6% |
| 30D | -35.5% | +10.3% | -45.8% | -37.0% |
| 3M | -33.9% | -3.3% | -30.7% | -34.0% |
| 6M | -43.3% | +37.8% | -81.1% | -47.7% |
| YTD | +18.7% | -2.8% | +21.5% | +16.1% |
| 1Y | +13.8% | -9.6% | +23.3% | +13.1% |
| 3Y | +495.0% | +144.6% | +350.3% | +390.8% |
| 5Y | +1,049.0% | -31.0% | +1,080.0% | +931.2% |
| All | +1,509.2% | -47.1% | +1,556.3% | +1,373.6% |
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