+488.5%
FIX vs TOST
+100.6%
+387.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.5% | -20.6% | -16.3% |
| 7D | -18.9% | +10.7% | -29.6% | -21.0% |
| 30D | -36.3% | +17.7% | -54.0% | -39.0% |
| 3M | -38.5% | +4.6% | -43.1% | -39.7% |
| 6M | -42.3% | +20.3% | -62.5% | -46.3% |
| YTD | +17.1% | -0.4% | +17.5% | +14.3% |
| 1Y | +14.4% | -0.8% | +15.1% | +11.5% |
| All | +488.5% | +100.6% | +387.9% | +362.9% |
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