-46.4%
TOST vs FOXA
+87.0%
-133.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +0.2% |
| 7D | -4.7% | -2.9% | -1.8% | -3.1% |
| 30D | +8.5% | +5.1% | +3.4% | +5.2% |
| 3M | -1.6% | +4.7% | -6.3% | -4.7% |
| 6M | +44.1% | -0.2% | +44.4% | +40.5% |
| YTD | -5.6% | -9.2% | +3.6% | -2.4% |
| 1Y | -12.6% | -0.6% | -12.0% | -15.1% |
| 3Y | +137.6% | +125.7% | +11.9% | +19.4% |
| 5Y | -30.4% | +70.2% | -100.5% | -56.9% |
| All | -46.4% | +87.0% | -133.4% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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