-45.7%
TOST vs MKTX
-58.8%
+13.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -2.4% | +1.1% | -3.5% | -2.9% |
| 3M | +34.6% | +36.1% | -1.5% | +14.8% |
| 6M | +15.2% | -12.9% | +28.1% | +22.1% |
| YTD | -4.4% | -8.5% | +4.1% | -1.2% |
| 1Y | -17.4% | -7.5% | -9.9% | -15.6% |
| 3Y | +54.5% | -28.3% | +82.8% | +67.1% |
| All | -45.7% | -58.8% | +13.1% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling