+123.8%
STX vs TOST
+2.2%
+121.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.5% | -13.6% | -7.2% |
| 7D | -20.2% | +10.7% | -30.9% | -18.6% |
| 30D | -37.2% | +17.7% | -54.9% | -35.3% |
| 3M | -34.1% | +4.6% | -38.7% | -32.9% |
| 6M | -24.5% | +20.3% | -44.7% | -21.4% |
| YTD | +102.9% | -0.4% | +103.3% | +122.1% |
| 1Y | +123.8% | -0.8% | +124.6% | +144.0% |
| All | +123.8% | +2.2% | +121.6% | +144.0% |
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