+176.7%
SOXX vs TOST
-30.2%
+206.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +17.5% | -4.7% | +22.2% | +18.8% |
| 30D | -14.5% | +8.5% | -23.0% | -16.6% |
| 3M | -14.9% | -1.6% | -13.3% | -15.2% |
| 6M | -9.8% | +44.1% | -53.9% | -19.6% |
| YTD | +54.7% | -5.6% | +60.3% | +51.9% |
| 1Y | +55.7% | -12.6% | +68.2% | +56.1% |
| 3Y | +186.8% | +137.6% | +49.2% | +109.3% |
| 5Y | +176.7% | -30.4% | +207.0% | +134.0% |
| All | +176.7% | -30.2% | +206.9% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling