+381.8%
FLEX vs TOST
-46.1%
+427.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.5% |
| 7D | -28.3% | +11.6% | -39.9% | -29.9% |
| 30D | -45.0% | +16.2% | -61.3% | -46.7% |
| 3M | -45.2% | +1.0% | -46.3% | -45.7% |
| 6M | -30.8% | +23.2% | -54.0% | -34.8% |
| YTD | +10.4% | -1.0% | +11.4% | +7.9% |
| 1Y | +2.3% | -9.9% | +12.1% | +2.0% |
| 3Y | +238.9% | +101.0% | +137.9% | +178.9% |
| 5Y | +386.0% | -40.4% | +426.4% | +320.6% |
| All | +381.8% | -46.1% | +427.9% | +316.7% |
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 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