-48.1%
TOST vs TXG
-58.2%
+10.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.4% |
| 7D | -4.7% | +9.1% | -13.8% | -7.7% |
| 30D | -9.1% | +14.9% | -24.0% | -14.0% |
| 3M | +29.8% | +120.0% | -90.2% | -5.2% |
| 6M | +10.0% | +221.8% | -211.8% | -31.7% |
| YTD | -8.6% | +312.6% | -321.2% | -49.1% |
| 1Y | -20.7% | +398.4% | -419.1% | -60.2% |
| 3Y | +55.7% | +42.1% | +13.6% | +20.5% |
| All | -48.1% | -58.2% | +10.1% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling