-46.4%
TOST vs TXT
+23.8%
-70.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.5% |
| 7D | -4.7% | -1.1% | -3.6% | -4.0% |
| 30D | +8.5% | +13.3% | -4.7% | -0.7% |
| 3M | -1.6% | -5.1% | +3.5% | +1.0% |
| 6M | +44.1% | -7.1% | +51.2% | +47.7% |
| YTD | -5.6% | -3.2% | -2.4% | -8.7% |
| 1Y | -12.6% | +2.3% | -14.9% | -19.2% |
| 3Y | +137.6% | +11.1% | +126.5% | +91.5% |
| 5Y | -30.4% | +10.0% | -40.4% | -44.4% |
| All | -46.4% | +23.8% | -70.1% | -60.2% |
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