-45.7%
TOST vs FOXA
+86.2%
-131.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +2.0% |
| 7D | -3.4% | -4.0% | +0.5% | -1.2% |
| 30D | -2.4% | +12.0% | -14.4% | -9.2% |
| 3M | +34.6% | +0.3% | +34.4% | +31.3% |
| 6M | +15.2% | +12.5% | +2.7% | +3.0% |
| YTD | -4.4% | -9.6% | +5.2% | -0.6% |
| 1Y | -17.4% | +8.6% | -26.0% | -25.3% |
| 3Y | +54.5% | +118.5% | -64.1% | -20.0% |
| All | -45.7% | +86.2% | -131.9% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling