+464.4%
FLEX vs TOST
-46.7%
+511.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.0% |
| 7D | -7.2% | +4.0% | -11.2% | -8.0% |
| 30D | -34.8% | +11.1% | -45.8% | -36.2% |
| 3M | -35.6% | +0.8% | -36.4% | -36.1% |
| 6M | -45.0% | +38.8% | -83.8% | -49.2% |
| YTD | +29.4% | -2.1% | +31.5% | +26.7% |
| 1Y | +24.8% | -6.0% | +30.8% | +23.2% |
| 3Y | +304.4% | +149.8% | +154.6% | +220.0% |
| 5Y | +484.1% | -42.8% | +526.8% | +408.2% |
| All | +464.4% | -46.7% | +511.1% | +389.2% |
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