-44.5%
TOST vs FOXA
+89.6%
-134.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.5% |
| 7D | +9.4% | +5.4% | +4.1% | +5.9% |
| 30D | +13.5% | +6.3% | +7.2% | +9.3% |
| 3M | -0.1% | +8.3% | -8.5% | -5.3% |
| 6M | +22.5% | +7.6% | +14.9% | +13.2% |
| YTD | -2.4% | -7.9% | +5.6% | +0.2% |
| 1Y | -4.7% | +2.4% | -7.1% | -9.1% |
| 3Y | +103.2% | +120.3% | -17.1% | +4.9% |
| 5Y | -41.2% | +71.0% | -112.2% | -63.7% |
| All | -44.5% | +89.6% | -134.2% | -68.0% |
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