+548.2%
STX vs TOST
-46.1%
+594.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.6% | -15.7% | -16.2% |
| 7D | -33.4% | +11.6% | -45.0% | -34.5% |
| 30D | -42.1% | +16.2% | -58.3% | -43.4% |
| 3M | -44.3% | +1.0% | -45.3% | -44.6% |
| 6M | -39.4% | +23.2% | -62.6% | -42.1% |
| YTD | +70.0% | -1.0% | +70.9% | +67.1% |
| 1Y | +70.2% | -9.9% | +80.1% | +70.0% |
| 3Y | +585.2% | +101.0% | +484.1% | +475.3% |
| 5Y | +455.7% | -40.4% | +496.1% | +384.3% |
| All | +548.2% | -46.1% | +594.3% | +467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling