+105.1%
SOXX vs TOST
-22.2%
+127.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.8% |
| 7D | +3.0% | -5.9% | +8.9% | +2.8% |
| 30D | -3.1% | -8.4% | +5.3% | -3.4% |
| 3M | -4.4% | +31.4% | -35.8% | -4.9% |
| 6M | +52.9% | +10.5% | +42.4% | +52.4% |
| YTD | +72.0% | -10.1% | +82.1% | +77.1% |
| 1Y | +105.1% | -19.9% | +125.1% | +113.9% |
| All | +105.1% | -22.2% | +127.3% | +113.9% |
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