+93.7%
TOST vs BOXX
+18.4%
+75.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.7% | +0.1% | -4.7% | -4.8% |
| 30D | -9.1% | +0.3% | -9.4% | -9.9% |
| 3M | +29.8% | +1.0% | +28.8% | +26.0% |
| 6M | +10.0% | +1.9% | +8.1% | +3.8% |
| YTD | -8.6% | +2.6% | -11.2% | -15.2% |
| 1Y | -20.7% | +4.0% | -24.7% | -27.5% |
| 3Y | +55.7% | +14.6% | +41.1% | +82.9% |
| All | +93.7% | +18.4% | +75.3% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling