+256.8%
FLEX vs TOST
+96.7%
+160.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +4.8% |
| 7D | -19.3% | +9.4% | -28.8% | -20.7% |
| 30D | -41.5% | +13.5% | -55.0% | -42.9% |
| 3M | -43.1% | -0.1% | -43.0% | -43.4% |
| 6M | -48.2% | +22.5% | -70.7% | -51.1% |
| YTD | +15.5% | -2.4% | +17.8% | +14.3% |
| 1Y | +10.2% | -4.7% | +14.9% | +9.7% |
| 3Y | +256.8% | +103.2% | +153.6% | +193.8% |
| All | +256.8% | +96.7% | +160.2% | +193.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling