-44.4%
TOST vs TXT
+25.4%
-69.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | -1.1% |
| 7D | +4.0% | -3.5% | +7.6% | +6.4% |
| 30D | +11.1% | +15.2% | -4.1% | +0.5% |
| 3M | +0.8% | -4.5% | +5.3% | +3.1% |
| 6M | +38.8% | -6.1% | +44.9% | +41.3% |
| YTD | -2.1% | -2.0% | -0.1% | -6.1% |
| 1Y | -6.0% | +4.2% | -10.2% | -14.2% |
| 3Y | +149.8% | +14.4% | +135.4% | +96.5% |
| 5Y | -42.8% | +12.3% | -55.1% | -54.8% |
| All | -44.4% | +25.4% | -69.8% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling