+441.3%
FLEX vs TOST
-46.9%
+488.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -4.7% |
| 7D | +7.5% | 0.0% | +7.4% | +7.4% |
| 30D | -25.3% | +16.2% | -41.5% | -27.7% |
| 3M | -39.7% | -1.5% | -38.1% | -39.8% |
| 6M | -47.9% | +55.3% | -103.2% | -52.9% |
| YTD | +24.1% | -2.3% | +26.4% | +21.5% |
| 1Y | +26.0% | -5.5% | +31.5% | +24.1% |
| 3Y | +282.7% | +151.1% | +131.6% | +202.3% |
| 5Y | +424.2% | -27.9% | +452.2% | +349.6% |
| All | +441.3% | -46.9% | +488.2% | +369.2% |
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