+1,487.9%
FIX vs TOST
-45.8%
+1,533.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.5% | -20.6% | -16.1% |
| 7D | -18.9% | +10.7% | -29.6% | -20.6% |
| 30D | -36.3% | +17.7% | -54.0% | -38.5% |
| 3M | -38.5% | +4.6% | -43.1% | -39.5% |
| 6M | -42.3% | +20.3% | -62.5% | -45.4% |
| YTD | +17.1% | -0.4% | +17.5% | +14.1% |
| 1Y | +14.4% | -0.8% | +15.1% | +11.4% |
| 3Y | +486.7% | +102.2% | +384.5% | +397.2% |
| 5Y | +1,083.7% | -41.3% | +1,125.0% | +975.6% |
| All | +1,487.9% | -45.8% | +1,533.7% | +1,347.7% |
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