-0.8%
TOST vs TXT
+9.2%
-9.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.7% | +5.5% |
| 7D | +10.7% | +10.6% | +0.1% | +10.5% |
| 30D | +17.7% | +14.4% | +3.4% | +17.3% |
| 3M | +4.6% | -2.7% | +7.4% | +4.0% |
| 6M | +20.3% | -4.7% | +24.9% | +19.0% |
| YTD | -0.4% | -0.5% | +0.1% | -7.4% |
| 1Y | -0.8% | +8.7% | -9.5% | -20.0% |
| All | -0.8% | +9.2% | -9.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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