+254.7%
SOXX vs TOST
-50.3%
+304.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.3% |
| 7D | +6.1% | -4.7% | +10.8% | +7.3% |
| 30D | +0.5% | -9.1% | +9.6% | +2.6% |
| 3M | -5.3% | +29.8% | -35.1% | -12.1% |
| 6M | +58.3% | +10.0% | +48.3% | +51.3% |
| YTD | +76.8% | -8.6% | +85.5% | +76.1% |
| 1Y | +114.6% | -20.7% | +135.3% | +121.2% |
| 3Y | +229.6% | +55.7% | +173.9% | +172.7% |
| All | +254.7% | -50.3% | +304.9% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling