-27.7%
TOST vs FOXA
+76.9%
-104.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.7% | +1.0% |
| 7D | 0.0% | +2.7% | -2.6% | -1.5% |
| 30D | +16.2% | +10.0% | +6.2% | +9.6% |
| 3M | -1.5% | +5.0% | -6.5% | -4.8% |
| 6M | +55.3% | +3.4% | +51.9% | +48.3% |
| YTD | -2.3% | -5.5% | +3.2% | -1.3% |
| 1Y | -5.5% | +5.5% | -11.1% | -11.6% |
| 3Y | +151.1% | +139.3% | +11.8% | +19.7% |
| All | -27.7% | +76.9% | -104.6% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling