+443.6%
STX vs TOST
-38.4%
+482.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -28.5% | +9.4% | -37.9% | -29.5% |
| 30D | -42.9% | +13.5% | -56.4% | -44.1% |
| 3M | -45.9% | -0.1% | -45.8% | -46.2% |
| 6M | -41.3% | +22.5% | -63.8% | -43.9% |
| YTD | +67.9% | -2.4% | +70.3% | +65.4% |
| 1Y | +66.5% | -4.7% | +71.2% | +64.7% |
| 3Y | +588.0% | +103.2% | +484.7% | +473.2% |
| All | +443.6% | -38.4% | +482.0% | +366.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling