+56.7%
TOST vs TXG
+17.1%
+39.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.4% | +1.8% | -5.2% | -3.9% |
| 30D | -2.4% | +32.0% | -34.4% | -9.4% |
| 3M | +34.6% | +87.0% | -52.4% | +13.3% |
| 6M | +15.2% | +180.1% | -164.9% | -13.5% |
| YTD | -4.4% | +284.1% | -288.5% | -34.4% |
| 1Y | -17.4% | +361.7% | -379.1% | -47.0% |
| All | +56.7% | +17.1% | +39.5% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling