-5.5%
TOST vs TXG
+254.8%
-260.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | 0.0% | -1.8% | +1.9% | +0.2% |
| 30D | +16.2% | -20.4% | +36.6% | +18.2% |
| 3M | -1.5% | +0.1% | -1.6% | -5.1% |
| 6M | +55.3% | +176.2% | -120.9% | +19.4% |
| YTD | -2.3% | +256.8% | -259.1% | -28.7% |
| 1Y | -5.5% | +255.9% | -261.4% | -31.2% |
| All | -5.5% | +254.8% | -260.3% | -31.2% |
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