+113.9%
SOXX vs TOST
-20.0%
+133.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.5% |
| 7D | +2.2% | -3.4% | +5.6% | +2.1% |
| 30D | -2.0% | -2.4% | +0.4% | -2.1% |
| 3M | -13.7% | +34.6% | -48.3% | -13.8% |
| 6M | +52.4% | +15.2% | +37.2% | +52.6% |
| YTD | +72.8% | -4.4% | +77.2% | +78.2% |
| 1Y | +113.9% | -17.4% | +131.3% | +124.3% |
| All | +113.9% | -20.0% | +133.9% | +124.3% |
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