+634.0%
STX vs TOST
-46.9%
+680.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.6% |
| 7D | +14.6% | 0.0% | +14.6% | +14.6% |
| 30D | -26.0% | +16.2% | -42.1% | -27.7% |
| 3M | -42.6% | -1.5% | -41.1% | -42.7% |
| 6M | -35.3% | +55.3% | -90.6% | -40.2% |
| YTD | +92.5% | -2.3% | +94.8% | +89.5% |
| 1Y | +102.4% | -5.5% | +107.9% | +100.3% |
| 3Y | +673.8% | +151.1% | +522.7% | +526.1% |
| 5Y | +463.1% | -27.9% | +491.0% | +385.4% |
| All | +634.0% | -46.9% | +680.9% | +544.0% |
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 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