+1,079.0%
STX vs TOST
-48.0%
+1,127.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.3% |
| 7D | +2.4% | -3.4% | +5.8% | +2.9% |
| 30D | +1.4% | -2.4% | +3.8% | +1.6% |
| 3M | -8.2% | +34.6% | -42.8% | -12.9% |
| 6M | +127.0% | +15.2% | +111.8% | +119.3% |
| YTD | +209.1% | -4.4% | +213.5% | +206.5% |
| 1Y | +365.4% | -17.4% | +382.8% | +371.7% |
| 3Y | +1,135.4% | +54.5% | +1,080.9% | +986.0% |
| All | +1,079.0% | -48.0% | +1,127.0% | +941.5% |
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