+59.7%
TOST vs MKTX
-24.9%
+84.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -3.5% | +1.0% | -4.4% | -3.6% |
| 3M | +38.1% | +41.3% | -3.1% | +28.6% |
| 6M | +9.9% | -11.3% | +21.2% | +12.2% |
| YTD | -6.3% | -8.6% | +2.3% | -5.0% |
| 1Y | -18.3% | -11.1% | -7.2% | -16.8% |
| 3Y | +59.7% | -24.5% | +84.2% | +68.9% |
| All | +59.7% | -24.9% | +84.6% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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