-18.3%
TOST vs TXG
+366.6%
-384.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.7% | -2.8% |
| 7D | -0.9% | +9.4% | -10.3% | -2.5% |
| 30D | -3.5% | +26.1% | -29.5% | -7.8% |
| 3M | +38.1% | +124.8% | -86.7% | +15.6% |
| 6M | +9.9% | +215.2% | -205.3% | -15.0% |
| YTD | -6.3% | +302.2% | -308.5% | -31.5% |
| 1Y | -18.3% | +370.9% | -389.2% | -43.2% |
| All | -18.3% | +366.6% | -384.9% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling