+229.8%
SOXX vs TOST
+53.6%
+176.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.2% |
| 7D | +6.1% | -4.7% | +10.8% | +7.1% |
| 30D | +0.5% | -9.1% | +9.6% | +2.3% |
| 3M | -5.3% | +29.8% | -35.1% | -11.5% |
| 6M | +58.3% | +10.0% | +48.3% | +52.1% |
| YTD | +76.8% | -8.6% | +85.5% | +77.8% |
| 1Y | +114.6% | -20.7% | +135.3% | +124.2% |
| All | +229.8% | +53.6% | +176.2% | +188.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling