-48.9%
TOST vs TXG
-58.8%
+9.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -5.9% | +5.0% | -10.9% | -7.6% |
| 30D | -8.4% | +13.5% | -21.9% | -13.0% |
| 3M | +31.4% | +128.0% | -96.6% | -5.3% |
| 6M | +10.5% | +224.4% | -213.9% | -31.7% |
| YTD | -10.1% | +307.0% | -317.0% | -49.6% |
| 1Y | -19.9% | +427.2% | -447.2% | -60.7% |
| 3Y | +53.3% | +40.2% | +13.1% | +19.2% |
| All | -48.9% | -58.8% | +9.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling