+107.0%
TOST vs BOXX
+19.3%
+87.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +16.2% | +0.4% | +15.8% | +14.9% |
| 3M | -1.5% | +1.0% | -2.5% | -4.3% |
| 6M | +55.3% | +2.0% | +53.3% | +46.4% |
| YTD | -2.3% | +3.4% | -5.8% | -11.3% |
| 1Y | -5.5% | +4.1% | -9.6% | -15.3% |
| 3Y | +151.1% | +14.4% | +136.7% | +182.4% |
| All | +107.0% | +19.3% | +87.7% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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