-44.5%
TOST vs TXG
-63.2%
+18.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.1% |
| 7D | +9.4% | -15.4% | +24.9% | +14.4% |
| 30D | +13.5% | -22.1% | +35.6% | +20.4% |
| 3M | -0.1% | +30.0% | -30.1% | -14.3% |
| 6M | +22.5% | +160.7% | -138.2% | -20.5% |
| YTD | -2.4% | +263.5% | -265.8% | -45.7% |
| 1Y | -4.7% | +356.0% | -360.7% | -52.3% |
| 3Y | +103.2% | +53.4% | +49.8% | +42.5% |
| 5Y | -41.2% | -66.7% | +25.5% | -26.9% |
| All | -44.5% | -63.2% | +18.7% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling