+106.1%
TOST vs TXT
+10.0%
+96.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +11.6% | -2.5% | +14.2% | +12.6% |
| 30D | +16.2% | +12.8% | +3.4% | +10.7% |
| 3M | +1.0% | -3.6% | +4.7% | +2.1% |
| 6M | +23.2% | -6.9% | +30.1% | +25.2% |
| YTD | -1.0% | -2.2% | +1.2% | -3.7% |
| 1Y | -9.9% | +6.3% | -16.2% | -16.5% |
| All | +106.1% | +10.0% | +96.1% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling