+457.7%
FLEX vs TOST
-45.8%
+503.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.5% | -17.8% | -13.3% |
| 7D | -17.0% | +10.7% | -27.7% | -18.7% |
| 30D | -33.8% | +17.7% | -51.6% | -36.1% |
| 3M | -39.0% | +4.6% | -43.7% | -39.9% |
| 6M | -15.9% | +20.3% | -36.2% | -20.4% |
| YTD | +27.8% | -0.4% | +28.2% | +24.8% |
| 1Y | +25.0% | -0.8% | +25.7% | +21.9% |
| 3Y | +292.3% | +102.2% | +190.0% | +222.4% |
| 5Y | +472.6% | -41.3% | +513.9% | +396.1% |
| All | +457.7% | -45.8% | +503.5% | +381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling