+420.4%
FIX vs TOST
+99.4%
+320.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.4% |
| 7D | -27.2% | +11.6% | -38.9% | -29.3% |
| 30D | -46.9% | +16.2% | -63.2% | -49.0% |
| 3M | -44.4% | +1.0% | -45.5% | -45.0% |
| 6M | -50.9% | +23.2% | -74.1% | -54.6% |
| YTD | +3.5% | -1.0% | +4.5% | +1.2% |
| 1Y | -2.1% | -9.9% | +7.8% | -0.9% |
| All | +420.4% | +99.4% | +320.9% | +309.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling