+52.5%
SOXX vs TOST
+2.2%
+50.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -2.7% |
| 7D | -13.7% | +10.7% | -24.4% | -12.9% |
| 30D | -23.6% | +17.7% | -41.3% | -22.6% |
| 3M | -16.9% | +4.6% | -21.5% | -16.3% |
| 6M | -2.4% | +20.3% | -22.7% | -1.0% |
| YTD | +49.8% | -0.4% | +50.2% | +56.5% |
| 1Y | +52.5% | -0.8% | +53.3% | +59.0% |
| All | +52.5% | +2.2% | +50.3% | +59.0% |
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