+690.6%
FLEX vs TOST
-48.0%
+738.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -3.4% | +2.5% | -0.2% |
| 30D | -10.1% | -2.4% | -7.7% | -9.9% |
| 3M | -31.3% | +34.6% | -66.0% | -35.7% |
| 6M | +71.3% | +15.2% | +56.1% | +63.6% |
| YTD | +81.2% | -4.4% | +85.6% | +79.0% |
| 1Y | +98.5% | -17.4% | +115.9% | +101.8% |
| 3Y | +428.2% | +54.5% | +373.8% | +358.3% |
| All | +690.6% | -48.0% | +738.6% | +591.1% |
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 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