+55.6%
TOST vs FOXA
+115.5%
-59.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +1.5% |
| 7D | -3.4% | -4.0% | +0.5% | -1.7% |
| 30D | -2.4% | +12.0% | -14.4% | -7.4% |
| 3M | +34.6% | +0.3% | +34.4% | +32.2% |
| 6M | +15.2% | +12.5% | +2.7% | +5.6% |
| YTD | -4.4% | -9.6% | +5.2% | -1.0% |
| 1Y | -17.4% | +8.6% | -26.0% | -23.2% |
| All | +55.6% | +115.5% | -59.9% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling