+657.4%
STX vs TOST
-48.6%
+706.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +16.8% | -4.7% | +21.5% | +17.6% |
| 30D | -27.0% | +8.5% | -35.6% | -28.1% |
| 3M | -37.9% | -1.6% | -36.3% | -38.0% |
| 6M | -32.5% | +44.1% | -76.6% | -37.0% |
| YTD | +98.6% | -5.6% | +104.2% | +96.5% |
| 1Y | +93.6% | -12.6% | +106.2% | +94.2% |
| 3Y | +699.1% | +137.6% | +561.5% | +552.1% |
| 5Y | +481.0% | -30.4% | +511.4% | +403.3% |
| All | +657.4% | -48.6% | +706.0% | +567.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling