+1,304.1%
FIX vs TOST
-46.1%
+1,350.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.5% |
| 7D | -27.2% | +11.6% | -38.9% | -28.9% |
| 30D | -46.9% | +16.2% | -63.2% | -48.6% |
| 3M | -44.4% | +1.0% | -45.5% | -44.9% |
| 6M | -50.9% | +23.2% | -74.1% | -53.8% |
| YTD | +3.5% | -1.0% | +4.5% | +1.0% |
| 1Y | -2.1% | -9.9% | +7.8% | -2.5% |
| 3Y | +418.7% | +101.0% | +317.7% | +340.2% |
| 5Y | +894.6% | -40.4% | +935.0% | +803.0% |
| All | +1,304.1% | -46.1% | +1,350.2% | +1,181.6% |
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 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