+24.2%
FLEX vs TOST
-11.6%
+35.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.4% |
| 7D | +17.1% | -4.7% | +21.7% | +16.1% |
| 30D | -29.5% | +8.5% | -38.1% | -28.5% |
| 3M | -37.3% | -1.6% | -35.7% | -37.4% |
| 6M | -44.1% | +44.1% | -88.2% | -41.2% |
| YTD | +29.3% | -5.6% | +34.9% | +27.8% |
| 1Y | +24.2% | -12.6% | +36.7% | +26.1% |
| All | +24.2% | -11.6% | +35.8% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling