+588.0%
STX vs TOST
+96.7%
+491.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -28.5% | +9.4% | -37.9% | -28.9% |
| 30D | -42.9% | +13.5% | -56.4% | -43.4% |
| 3M | -45.9% | -0.1% | -45.8% | -45.9% |
| 6M | -41.3% | +22.5% | -63.8% | -42.8% |
| YTD | +67.9% | -2.4% | +70.3% | +68.6% |
| 1Y | +66.5% | -4.7% | +71.2% | +68.0% |
| 3Y | +588.0% | +103.2% | +484.7% | +525.0% |
| All | +588.0% | +96.7% | +491.3% | +525.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling