-44.4%
TOST vs TXG
-59.6%
+15.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.4% | -2.9% |
| 7D | +4.0% | +5.5% | -1.5% | +1.5% |
| 30D | +11.1% | -19.3% | +30.4% | +16.4% |
| 3M | +0.8% | +25.0% | -24.2% | -11.7% |
| 6M | +38.8% | +201.2% | -162.4% | -14.5% |
| YTD | -2.1% | +298.8% | -300.9% | -47.2% |
| 1Y | -6.0% | +326.6% | -332.6% | -51.3% |
| 3Y | +149.8% | +78.3% | +71.5% | +64.3% |
| 5Y | -42.8% | -61.3% | +18.6% | -30.9% |
| All | -44.4% | -59.6% | +15.2% | -33.4% |
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 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